Effect of systematic sampling on arima models

DOI10.1080/03610928108828197zbMath0491.62082OpenAlexW2085237988MaRDI QIDQ3953045

William W. S. Wei

Publication date: 1981

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928108828197

zbMATH Keywords

time seriessystematic samplingrandom walk modelhomogeneous non- stationary autoregressive integrated moving average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Continuous time ARMA processes: discrete time representation and likelihood evaluation ⋮ An eigenvalue approach to the limiting behavior of time series aggregates ⋮ A note on the asymptotic distribution of the maxima in disaggregated time-series models. ⋮ Estimation of fractional integration under temporal aggregation ⋮ Prediction of temporally aggregated systems involving both stock and flow variables

Cites Work

• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
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