Temporal aggregation in a periodically integrated autoregressive process

Open Access
Authors
Publication date 1996
Journal Statistics & Probability Letters
Volume | Issue number 30 | 3
Pages (from-to) 235-240
Number of pages 6
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/0167-7152(95)00225-1
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