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type_genre:"Reprint"
~language:"eng"
~type_genre:"Systematic review"
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Search: subject_exact:"Autoregressive moving average"
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Temporal aggregation of univariate and multivariate time series models : a survey
Silvestrini, Andrea
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2009
Persistent link: https://www.econbiz.de/10013442680
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2
Continuous-time linear models
Cochrane, John H.
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2012
Persistent link: https://www.econbiz.de/10009710832
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3
Temporal aggregation of univariate and multivariate time series models : a survey
Silvestrini, Andrea
;
Veredas, David
- In:
Journal of economic surveys
22
(
2008
)
3
,
pp. 458-497
Persistent link: https://www.econbiz.de/10003726259
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Tests for unit roots : a Monte Carlo investigation
Schwert, George William
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 5-17
Persistent link: https://www.econbiz.de/10001639864
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5
Current perspectives on long memory processes
Granger, C. W. J.
- In:
Jingji-lunwen
28
(
2000
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001532440
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