Time series properties of aggregated AR(1) processes with uniformly distributed coefficients.
type: Item
instance of: scholarly article
title: Time series properties of aggregated AR(1) processes with uniformly distributed coefficients.
zbMATH Open document ID: 1049.62510
DOI: 10.1016/S0165-1765(99)00072-5
author: Mikael Linden
published in: Economics Letters
publication date: 2000-01-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1387299
zbMATH Keywords: AR process
zbMATH Keywords: Aggregation
zbMATH Keywords: Long memory process
describes a project that uses: longmemo
MaRDI profile type: Publication
cites work: Q4865042
cites work: Q4947391
cites work: Econometric specification of stochastic discount factor models
cites work: Long memory relationships and the aggregation of dynamic models
Wikidata QID: Q127452202
description: scientific article; zbMATH DE number 1387299