Comparing aggregate and disaggregate forecasts of first order moving average models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-010-0333-6.pdf
Reference12 articles.
1. Granger CWJ, Morris MJ (1976) Time series modelling and interpretation. J Roy Stat Soc A 139: 246–257
2. Kohn R (1982) When is an aggregate of a time series efficiently forecast by its past?. J Econ 18: 337–349
3. Ku S, Seneta E (1998) Practical estimation from the sum of AR(1) processes. Commun Stat Simul Comput 27: 981–998
4. Lütkepohl H (1984a) Linear aggregation of vector autoregressive moving average processes. Econ Lett 14: 345–350
5. Lütkepohl H (1984b) Linear transformations of vector ARMA processes. J Econ 26: 283–293
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
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