Some characteristics of the MN-LS aggregated models of MA process

MaRDI QIDQ5323349zbMATH OpenFDO

Authors

Publication date 23 July 2009

Full work available at URL http://www.idescat.cat/sort/questiio/questiiopdf/12.1.1.carrion.pdf

zbMATH Keywords

forecastinggeneralized inversetemporal aggregationtime series

Mathematics Subject Classification ID

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

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