Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (Q1960347)
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scientific article; zbMATH DE number 1387299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. |
scientific article; zbMATH DE number 1387299 |
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Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (English)
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12 January 2000
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AR process
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Aggregation
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Long memory process
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