Pages that link to "Item:Q4721462"

The following pages link to TEMPORAL AGGREGATION IN THE ARIMA PROCESS (Q4721462):

Displaying 26 items.

• Temporal aggregation of cyclical models with business cycle applications (Q257475) (← links)
• An analogue model of phase-averaging procedures (Q583817) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• A spectral measure for the information loss of temporal aggregation (Q777828) (← links)
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
• An eigenvalue approach to the limiting behavior of time series aggregates (Q1118308) (← links)
• Identification and hypothesis testing on ARIMA (p,d,q) models (Q1122913) (← links)
• A note on the asymptotic distribution of the maxima in disaggregated time-series models. (Q1423095) (← links)
• The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
• Temporal disaggregation of stationary bivariate time series (Q1595148) (← links)
• The impact of temporal aggregation on supply chains with ARMA\((1,1)\) demand processes (Q1631515) (← links)
• Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
• A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data (Q1914746) (← links)
• Random sampling of long-memory stationary processes (Q2266882) (← links)
• The risk return relationship: evidence from index returns and realised variances (Q2338525) (← links)
• Effect of outliers on forecasting temporally aggregated flow variables (Q2387483) (← links)
• A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447) (← links)
• Temporal Aggregation of Lognormal AR processes (Q2851991) (← links)
• Insights into the appropriate level of disaggregation for efficient time series model forecasting (Q2953298) (← links)
• Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
• A new state-space methodology to disaggregate multivariate time series (Q3077643) (← links)
• On the spectrum of randomly aggregate <i>ARMA</i> models (Q4542847) (← links)
• The effect of temporal aggregation on the estimation accuracy of time series models (Q4607333) (← links)
• The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
• The effect of temporal aggregation on the estimation accuracy of ARMA models (Q5085066) (← links)
• Testing a Unit Root Based on Aggregate Time Series (Q5457983) (← links)