Temporal aggregation in a periodically integrated autoregressive process
type: Item
instance of: scholarly article
title: Temporal aggregation in a periodically integrated autoregressive process
zbMATH Open document ID: 0902.62106
DOI: 10.1016/0167-7152(95)00225-1
author: Philip Hans Franses
author: H. Peter Boswijk
published in: Statistics \& Probability Letters
publication date: 1998-12-14T00:00:00Z
full work available at URL: http://repub.eur.nl/pub/2063
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1190914
zbMATH Keywords: periodically integrated autoregressive process
zbMATH Keywords: time series
zbMATH Keywords: cointegration
zbMATH Keywords: unit root
MaRDI profile type: Publication
OpenAlex ID: W2122499699
cites work: The Effect of Aggregation on Prediction in the Autoregressive Model
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description: scientific article; zbMATH DE number 1190914