Time series properties of aggregated AR(http://aims.cuhk.edu.hk/converis/portal/Publication/2) processes
Publication in refereed journal


香港中文大学研究人员 ( 现职)

庄太量教授 (经济学系)

全文

数位物件识别号 (DOI) ○○@http://aims.cuhk.edu.hk/converis/portal/Publication/2$@○○

引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/2WOS source URL

其它资讯

摘要This paper explores the time series properties of the aggregation of AR(http://aims.cuhk.edu.hk/converis/portal/Publication/2) processes. It is shown that by averaging the AR(http://aims.cuhk.edu.hk/converis/portal/Publication/2) processes we get a new class of long memory process. (C) http://aims.cuhk.edu.hk/converis/portal/Publication/2001 Elsevier Science BY All rights reserved.

着者Chong TTL, Wong KT
期刊名称Economics Letters
出版年份http://aims.cuhk.edu.hk/converis/portal/Publication/2001
月份1http://aims.cuhk.edu.hk/converis/portal/Publication/2
日期1
卷号73
期次3
出版社ELSEVIER SCIENCE SA
页次3http://aims.cuhk.edu.hk/converis/portal/Publication/25 - 33http://aims.cuhk.edu.hk/converis/portal/Publication/2
国际标準期刊号0165-1765
电子国际标準期刊号1873-7374
语言英式英语

关键词aggregation; long memory; polar form
Web of Science 学科类别Business & Economics; Economics; ECONOMICS