Aggregation and long memory: recent developments

From MaRDI portal

Publication:4991218

Jump to:navigation, search

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

zbMATH Keywords

disaggregation scaling limit long memory infinite variance contemporaneous aggregation autoregressive random fields mixed moving average anisotropic long memory intermediate process random-coefficient AR(1)

Mathematics Subject Classification ID

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)

Related Items (1)

Sample covariances of random-coefficient AR(1) panel model

This page was built for publication: Aggregation and long memory: recent developments

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4991218&oldid=19440894"