An eigenvalue approach to the limiting behavior of time series aggregates
| Year of publication: |
1988
|
|---|---|
| Authors: | Wei, William ; Stram, Daniel |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 40.1988, 1, p. 101-110
|
| Publisher: |
Springer |
| Subject: | Time series | aggregation | systematic sampling | ARIMA process | autocovariance | limiting model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395655