Temporal aggregation in a periodically integrated autoregressive process

Philip Hans Franses and H. Peter Boswijk ()

No FEW 599, Research Memorandum from Tilburg University, School of Economics and Management

Keywords: Time Series; Aggregation; statistics (search for similar items in EconPapers)
Date: 1993
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Journal Article: Temporal aggregation in a periodically integrated autoregressive process (1996)
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