Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Stochastic Processes and Their Applications
Vol/bind	124
Udgave nummer	2
Sider (fra-til)	1011-1035
ISSN	0304-4149
DOI	https://doi.org/10.1016/j.spa.2013.10.004
Status	Udgivet - 2014

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@article{b15ac9fa2f284598af9d4ac3acb5f312,

title = "Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes",

author = "Vytaute Pilipauskaite and Donatas Surgailis",

year = "2014",

doi = "10.1016/j.spa.2013.10.004",

language = "English",

volume = "124",

pages = "1011--1035",

journal = "Stochastic Processes and Their Applications",

issn = "0304-4149",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

AU - Pilipauskaite, Vytaute

AU - Surgailis, Donatas

PY - 2014

Y1 - 2014

U2 - 10.1016/j.spa.2013.10.004

DO - 10.1016/j.spa.2013.10.004

M3 - Journal article

SN - 0304-4149

VL - 124

SP - 1011

EP - 1035

JO - Stochastic Processes and Their Applications

JF - Stochastic Processes and Their Applications

IS - 2

ER -