Asymptotic behaviour of temporal aggregates of time series

DOI10.1093/biomet/59.3.525zbMath0263.62051OpenAlexW2046180407MaRDI QIDQ5679559

George C. Tiao

Publication date: 1972

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/59.3.525

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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