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). Tilburg: Faculteit der Economische Wetenschappen.
Franses, P.H. ; Boswijk, H.P. / Temporal aggregation in a periodically integrated autoregressive process. Tilburg : Faculteit der Economische Wetenschappen, 1993. 9 p. (Research Memorandum FEW).
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author = "P.H. Franses and H.P. Boswijk",
year = "1993",
language = "English",
volume = "FEW 599",
series = "Research Memorandum FEW",
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Franses, PH & Boswijk, HP 1993, Temporal aggregation in a periodically integrated autoregressive process. Research Memorandum FEW, vol. FEW 599, Faculteit der Economische Wetenschappen, Tilburg.

Temporal aggregation in a periodically integrated autoregressive process. / Franses, P.H.; Boswijk, H.P.

Tilburg : Faculteit der Economische Wetenschappen, 1993. 9 p. (Research Memorandum FEW).

Research output: Book/ReportReportProfessional

TY - BOOK

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AU - Franses, P.H.

AU - Boswijk, H.P.

PY - 1993

Y1 - 1993

KW - Time Series

KW - Aggregation

KW - statistics

M3 - Report

VL - FEW 599

T3 - Research Memorandum FEW

BT - Temporal aggregation in a periodically integrated autoregressive process

PB - Faculteit der Economische Wetenschappen

CY - Tilburg

ER -

Franses PH, Boswijk HP. Temporal aggregation in a periodically integrated autoregressive process. Tilburg: Faculteit der Economische Wetenschappen, 1993. 9 p. (Research Memorandum FEW).