Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
暂无分享,去创建一个
[1] G. Jenkins,et al. Time Series Analysis: Forecasting and Control , 1978 .
[2] Arnold Zellner,et al. A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses , 1971 .
[3] C. Sims. DISCRETE APPROXIMATIONS TO CONTINUOUS TIME DISTRIBUTED LAGS IN ECONOMETRICS , 1971 .
[4] L. Telser,et al. Discrete Samples and Moving Sums in Stationary Stochastic Processes , 1967 .
[5] Y. Mundlak. Aggregation over Time in Distributed Lag Models , 1961 .
[6] M. H. Quenouille. Discrete autoregressive schemes with varying time-intervals , 1958 .
[7] Arnold Zellner,et al. On the Analysis of First Order Autoregressive Models with Incomplete Data , 1966 .
[8] James Durbin,et al. Efficient fitting of linear models for continuous stationary time-series from discrete data , 1960 .