Temporal aggregation in a periodically integrated autoregressive process

P.H. Franses, H.P. Boswijk

Research output: Book/ReportReportProfessional

260 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherFaculteit der Economische Wetenschappen
Number of pages9
VolumeFEW 599
Publication statusPublished - 1993

Publication series

NameResearch Memorandum FEW

Keywords

  • Time Series
  • Aggregation
  • statistics

Cite this

Franses, P. H., & Boswijk, H. P. (1993). Temporal aggregation in a periodically integrated autoregressive process. (Research Memorandum FEW). Faculteit der Economische Wetenschappen.