Linear aggregation of vector autoregressive moving average processes
type: Item
instance of: scholarly article
title: Linear aggregation of vector autoregressive moving average processes
zbMATH Open document ID: 1273.62215
DOI: 10.1016/0165-1765(84)90009-0
published in: Economics Letters
publication date: 2013-10-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6218892
author: Helmut Lütkepohl
MaRDI profile type: Publication
full work available at URL: 0165-1765(84)90009-0
OpenAlex ID: W1968454610
cites work: The Effect of Aggregation on Prediction in the Autoregressive Model
cites work: Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
cites work: Asymptotic behaviour of temporal aggregates of time series
cites work: Effect of temporal aggregation on the dynamic relationship of two time series variables
cites work: Q4217889
description: scientific article; zbMATH DE number 6218892