Temporal aggregation in a periodically integrated autoregressive process

P.H. Franses, H.P. Boswijk

Research output: Book/ReportReport

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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

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