Roy, Roch; Saidi, Abdessamad - In: Computational Statistics & Data Analysis 52 (2008) 9, pp. 4287-4304
The aim of this work is to investigate the effects of temporal aggregation and systematic sampling on periodic autoregressive moving average (PARMA) time series. Firstly, it is shown that the class of weak PARMA processes, i.e. with uncorrelated but possibly dependent errors, is closed under...