Pages that link to "Item:Q2563108"
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The following pages link to Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models (Q2563108):
Displayed 22 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)
- 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)
- Random sampling of long-memory stationary processes (Q2266882) (← links)
- Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data (Q2640305) (← links)
- Insights into the appropriate level of disaggregation for efficient time series model forecasting (Q2953298) (← links)
- Trend estimation of financial time series (Q3103150) (← links)
- Effect of systematic sampling on arima models (Q3953045) (← links)
- Forecast efficiency of systematically sampled time series (Q3965460) (← links)
- Implications of temporal aggregation on the relation between two time series (Q3990732) (← links)
- RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES (Q4299026) (← links)
- On the spectrum of randomly aggregate <i>ARMA</i> models (Q4542847) (← links)
- The Use of Aggregate Time Series in Testing for Gaussianity (Q4544840) (← links)
- Time‐scale transformations of discrete time processes (Q4677046) (← links)
- TEMPORAL AGGREGATION IN THE ARIMA PROCESS (Q4721462) (← links)
- Testing a Unit Root Based on Aggregate Time Series (Q5457983) (← links)
- TEMPORAL AGGREGATION AND TESTING FOR TIMBER PRICE BEHAVIOR (Q5697230) (← links)
- Linear regression using both temporally aggregated and temporally disaggregated data (Q5906193) (← links)