TEMPORAL AGGREGATION IN THE ARIMA PROCESS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1986.tb00495.x/fullpdf
Reference10 articles.
1. T. Amemiya, and R. Y. Wu(1972 ) The Effect of Aggregation on Prediction in the Autoregressive Model . Journal of the American Statistical AssociationNo. 339, 628 -632 .
2. K. W. Brewer(1973 ) Some Consequences of Temporal Aggregation and Systematic Sampling for ARMA and ARMAX Models . Journal of Econometrics, 133 -154 .
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