Temporal aggregation of random walk processes and implications for economic analysis
From MaRDI portal
Cites work
- A simple multiple variance ratio test
- Aggregation, Unit Roots and the Time Series Structure of Manufacturing Real Wages
- An analogue model of phase-averaging procedures
- Are output fluctuations transitory?
- Asymptotic behaviour of temporal aggregates of time series
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Forecasting multifractal volatility
- Generalized autoregressive conditional heteroscedasticity
- scientific article; zbMATH DE number 4159921 (Why is no real title available?)
- scientific article; zbMATH DE number 3447973 (Why is no real title available?)
- Long-run risk-return trade-offs
- Note on the Correlation of First Differences of Averages in a Random Chain
- On the Analysis of First Order Autoregressive Models with Incomplete Data
- Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
- Some generalizations of the T-method in simultaneous inference
- Temporal Aggregation of Garch Processes
- The Effect of Aggregation on Prediction in the Autoregressive Model
Cited in
(2)
This page was built for publication: Temporal aggregation of random walk processes and implications for economic analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2697076)
