Effect of systematic sampling on arima models

DOI10.1080/03610928108828197zbMATH Open0491.62082OpenAlexW2085237988MaRDI QIDQ3953045FDOQ3953045

Authors: William W. S. Wei 

Publication date: 1981

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928108828197

zbMATH Keywords

time seriessystematic samplingrandom walk modelhomogeneous non- stationary autoregressive integrated moving average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models

Cited In (5)

• Estimation of fractional integration under temporal aggregation
• An eigenvalue approach to the limiting behavior of time series aggregates
• A note on the asymptotic distribution of the maxima in disaggregated time-series models.
• Continuous time ARMA processes: discrete time representation and likelihood evaluation
• Prediction of temporally aggregated systems involving both stock and flow variables

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