Time‐scale transformations of discrete time processes
From MaRDI portal
Recommendations
- Discretization of continuous time discrete scale invariant processes: estimation and spectra
- Modeling Nonhomogeneous Markov Processes via Time Transformation
- Time distributions in discrete time Markov processes
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- On time-invariant realizations of discrete random processes
- Multi-scale transition matrix approach to time series
- Nonlinear transformations of random processes
- scientific article; zbMATH DE number 1559446
Cites work
- scientific article; zbMATH DE number 3436435 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS
- SAMPLING DYNAMICAL SYSTEMS
- Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
Cited in
(10)- Temporal aggregation of cyclical models with business cycle applications
- On Temporal Aggregation of Linear Dynamic Models
- Prediction of temporally aggregated systems involving both stock and flow variables
- Temporal aggregation in structural VAR models
- A note on the forecast performance of temporal aggregation
- Structural time series models and aggregation: some analytical results
- Impacts of time aggregation on beta value and \(R^2\) estimations under additive and multiplicative assumptions: theoretical results and empirical evidence
- Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes
- Macro-financial dynamics: theories, empirical methods, and time scales
- Analysis of local convergence of discrete nonlinear dynamical systems at non-hyperbolic points
This page was built for publication: Time‐scale transformations of discrete time processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4677046)