This paper investigates the effects of temporal aggregation when the aggregation frequency is variable and possibly … stochastic. The results that we report include, as a particular case, the well-known results on fixed-interval aggregation, such … as when monthly data is aggregated into quarters. A variable aggregation frequency implies that the aggregated process …

This paper is a general investigation of temporal aggregation in time series analysis. It encompasses traditional … research on time aggregation as a particular case and extends the analysis to irregular intervals of aggregation. The Data … can be deterministic (such as the familiar aggregation of monthly data into quarters) or more generally, stochastic (such …

This paper is a general investigation of temporal aggregation in time series analysis. It encompasses traditional … research on time aggregation as a particular case and extends the analysis to irregular intervals of aggregation. The Data … can be deterministic (such as the familiar aggregation of monthly data into quarters) or more generally, stochastic (such …

This paper investigates the effects of temporal aggregation when the aggregation frequency is variable and possibly … stochastic. The results that we report include, as a particular case, the well-known results on fixed-interval aggregation, such … as when monthly data is aggregated into quarters. A variable aggregation frequency implies that the aggregated process …

-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …

aggregation across countries over the heterogeneous representative agents, and we derive the resulting formulas for stochastic … aggregation over countries. Our theory permits monitoring the effects of policy at the aggregate level over the euro area, while …

still remains significant at high levels of aggregation. Because the bias rises with disaggregation, findings of …

still remains significant at high levels of aggregation. Because the bias rises with disaggregation, findings of …

The effects of systematic sampling and temporal aggregation on the seasonal cycle model (see Miron, 1993) and the … seasonally integrated process (see Hylleberg et al., 1990) are discussed. The temporal aggregation theory is used to improve the …