Search Results - subject:"Skip sampling"

Process capability index Cpm under autoregressive process AR (2)

Ghute, Vikas; Deshpande, Mahesh - In: International journal of quality & reliability management 41 (2024) 4, pp. 1130-1141

Persistent link: https://www.econbiz.de/10014520403

Estimation of fractional integration under temporal aggregation

Hassler, Uwe - HAL - 2011

as well as systematic (or skip) sampling of stock variables. Next, the aggregation result is applied to fractionally …

Persistent link: https://www.econbiz.de/10010898753

Estimation of fractional integration under temporal aggregation

Hassler, Uwe - HAL - 2011

as well as systematic (or skip) sampling of stock variables. Next, the aggregation result is applied to fractionally …

Persistent link: https://www.econbiz.de/10010898838

Aggregation and long-memory : an analysis based on the discrete Fourier transform

Shi, Wendong; Sun, Jingwei - In: Economic modelling 53 (2016), pp. 470-476

Persistent link: https://www.econbiz.de/10011641086

A test of the long memory hypothesis based on self-similarity

Davidson, James E. H.; Rambaccussing, Dooruj - In: Journal of time series econometrics 7 (2015) 2, pp. 115-141

Persistent link: https://www.econbiz.de/10011291316

Persistence under temporal aggregation and differencing

Hassler, Uwe - In: Economics Letters 124 (2014) 2, pp. 318-322

Temporal aggregation is known to affect the persistence of time series. We study the aggregation of flow variables as well as stock data, and difference-stationarity is allowed for. Moreover, moving averages encountered when computing annual growth rates (seasonal differences) are investigated....

Persistent link: https://www.econbiz.de/10010933280

Persistence under temporal aggregation and differencing

Hassler, Uwe - In: Economics letters 124 (2014) 2, pp. 318-322

Persistent link: https://www.econbiz.de/10010494135