Temporal aggregation in a periodically integrated autoregressive process

P.H. Franses, H.P. Boswijk

Research output: Book/Report › Report

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Original language	English
Place of Publication	Tilburg
Publisher	Faculteit der Economische Wetenschappen
Number of pages	9
Volume	FEW 599
Publication status	Published - 1993

Name	Research Memorandum FEW

Keywords

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title = "Temporal aggregation in a periodically integrated autoregressive process",

keywords = "Time Series, Aggregation, statistics",

author = "P.H. Franses and H.P. Boswijk",

year = "1993",

language = "English",

volume = "FEW 599",

series = "Research Memorandum FEW",

publisher = "Faculteit der Economische Wetenschappen",

}

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T1 - Temporal aggregation in a periodically integrated autoregressive process

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 -