Pages that link to "Item:Q2563108"

The following pages link to Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models (Q2563108):

Displaying 20 items.

• Temporal aggregation of cyclical models with business cycle applications (Q257475) (← links)
• Linear aggregation of vector autoregressive moving average processes (Q374915) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• A spectral measure for the information loss of temporal aggregation (Q777828) (← links)
• The invertibility of sampled and aggregated ARMA models (Q800675) (← links)
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
• The construction and estimation of continuous time models and discrete approximations in econometrics (Q1244777) (← links)
• Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
• The impact of temporal aggregation on supply chains with ARMA\((1,1)\) demand processes (Q1631515) (← links)
• Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
• Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
• Forecasting with temporal hierarchies (Q1754013) (← links)
• Random sampling of long-memory stationary processes (Q2266882) (← links)
• Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data (Q2640305) (← links)
• Temporal aggregation of random walk processes and implications for economic analysis (Q2697076) (← links)
• Insights into the appropriate level of disaggregation for efficient time series model forecasting (Q2953298) (← links)
• Trend estimation of financial time series (Q3103150) (← links)
• Time‐scale transformations of discrete time processes (Q4677046) (← links)
• TEMPORAL AGGREGATION IN THE ARIMA PROCESS (Q4721462) (← links)
• TEMPORAL AGGREGATION AND TESTING FOR TIMBER PRICE BEHAVIOR (Q5697230) (← links)