Temporal Aggregation of Lognormal AR processes
| Year of publication: |
2011
|
|---|---|
| Authors: | Salazar, Esther ; Ferreira, Marco A. R. |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 6, p. 661-671
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010626863