A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models |
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A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (English)
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28 April 2008
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ARMA model
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autocorrelation function
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data disaggregation
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Markov switching model
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temporal aggregation
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