scientific article; zbMATH DE number 5521796

MaRDI QIDQ3607562zbMATH OpenFDO

Authors Dmitrij Celov, Remigijus Leipus

Publication date 2 March 2009

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(6)

• Asymptotic behavior of weakly dependent aggregated processes
• Sample covariances of random-coefficient AR(1) panel model
• Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes
• Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
• Aggregation of autoregressive random fields and anisotropic long-range dependence
• Aggregation of random-coefficient AR(1) process with infinite variance and common innovations

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