Publication:3486699
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zbMath0706.62082MaRDI QIDQ3486699
Daniel O. Stram, William W. S. Wei
Publication date: 1990
time series model; autocovariance structure; data disaggregation; aggregate autoregressive integrated moving average ARIMA(p,d,r) model; disaggregate model; model disaggregation method; non-seasonal models; roots of the autoregressive polynomial
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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