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Time aggregation of mixed causal-noncausal models - MaRDI portal

Time aggregation of mixed causal-noncausal models (Q6665058)

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scientific article; zbMATH DE number 7968901
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English
Time aggregation of mixed causal-noncausal models
scientific article; zbMATH DE number 7968901

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    Time aggregation of mixed causal-noncausal models (English)
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    16 January 2025
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    systematic and flow aggregation
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    MAR models
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    noncausality
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    non-Gaussianity
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