Temporal Aggregation of Univariate and Multivariate Time Series Models : A Survey

We present a unified and up-to-date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail, although intuitively, the technical machinery behind the results. Some empirical applications illustrate the main issues

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Year of publication:	2008
Authors:	Silvestrini, Andrea ; Veredas, David
Publisher:	[S.l.] : SSRN
Subject:	Aggregation \| ARMA-Modell \| ARMA model \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis

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Extent:	1 Online-Ressource (40 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Economic Surveys, Vol. 22, Issue 3, pp. 458-497, July 2008
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014217496