The effect of temporal aggregation on the estimation accuracy of ARMA models (Q5085066)
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scientific article; zbMATH DE number 7550171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of temporal aggregation on the estimation accuracy of ARMA models |
scientific article; zbMATH DE number 7550171 |
Statements
The effect of temporal aggregation on the estimation accuracy of ARMA models (English)
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29 June 2022
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aggregate time series
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ARMA models
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estimation accuracy loss
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mean absolute error
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MA models
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mean absolute percentage error
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parameter values
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temporal aggregation
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