Aggregation and long memory: recent developments
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Publication:4991218
zbMath1462.62539arXiv1306.3301MaRDI QIDQ4991218
Remigijus Leipus, Donatas Surgailis, Donata Puplinskaitė, Anne Philippe
Publication date: 2 June 2021
Full work available at URL: https://arxiv.org/abs/1306.3301
disaggregationscaling limitlong memoryinfinite variancecontemporaneous aggregationautoregressive random fieldsmixed moving averageanisotropic long memoryintermediate processrandom-coefficient AR(1)
Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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