The Effect of Aggregation on Prediction in the Autoregressive Model
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Publication:5674257
DOI10.2307/2284454zbMath0258.62054OpenAlexW4248112121WikidataQ60016569 ScholiaQ60016569MaRDI QIDQ5674257
Publication date: 1972
Full work available at URL: https://doi.org/10.2307/2284454
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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