Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
Mikael Linden
| Year of publication: |
1999
|
|---|---|
| Authors: | Lindén, Mikael |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 64.1999, 1, p. 31-36
|
| Subject: | Aggregation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001399164