Publikation: Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Lade...
Dateien
Datum
2000
Autor:innen
Ocker, Dirk
Herausgeber:innen
ISSN der Zeitschrift
Electronic ISSN
ISBN
Bibliografische Daten
Verlag
Schriftenreihe
Auflagebezeichnung
URI (zitierfähiger Link)
Internationale Patentnummer
Link zur Lizenz
Angaben zur Forschungsförderung
Projekt
Open Access-Veröffentlichung
Open Access Green
Sammlungen
Core Facility der Universität Konstanz
Titel in einer weiteren Sprache
Publikationstyp
Working Paper/Technical Report
Publikationsstatus
Published
Erschienen in
Zusammenfassung
We consider temporal aggregation of stationary and nonstationary time series with short memory, long memory and antipersistence, within the framework of fractional autoregressive processes. Asymptotically, long memory and antipersistence are preserved whereas short memory components vanish. In the case of integrated processes, the results extend Tiao's [15] to the fractional case.
Zusammenfassung in einer weiteren Sprache
Fachgebiet (DDC)
510 Mathematik
Schlagwörter
temporal aggregation, differencing, long memory, short memory, antipersistence, stationarity, nonstationarity, fractional ARIMA
Konferenz
Rezension
undefined / . - undefined, undefined
Zitieren
ISO 690
BERAN, Jan, Dirk OCKER, 2000. Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) modelsBibTex
@techreport{Beran2000Tempo-667, year={2000}, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models}, number={2000/22}, author={Beran, Jan and Ocker, Dirk} }
RDF
<rdf:RDF xmlns:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/667"> <foaf:homepage rdf:resource="http://localhost:8080/"/> <dc:rights>terms-of-use</dc:rights> <dcterms:abstract xml:lang="eng">We consider temporal aggregation of stationary and nonstationary time series with short memory, long memory and antipersistence, within the framework of fractional autoregressive processes. Asymptotically, long memory and antipersistence are preserved whereas short memory components vanish. In the case of integrated processes, the results extend Tiao's [15] to the fractional case.</dcterms:abstract> <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/> <dcterms:title>Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models</dcterms:title> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:26Z</dcterms:available> <dc:contributor>Beran, Jan</dc:contributor> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:26Z</dc:date> <dc:creator>Beran, Jan</dc:creator> <dc:format>application/pdf</dc:format> <dcterms:issued>2000</dcterms:issued> <dc:creator>Ocker, Dirk</dc:creator> <dc:language>eng</dc:language> <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/667/1/dp00_22.pdf"/> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/667"/> <dc:contributor>Ocker, Dirk</dc:contributor> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/667/1/dp00_22.pdf"/> </rdf:Description> </rdf:RDF>
Interner Vermerk
xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter
Prüfungsdatum der Dissertation
Finanzierungsart
Kommentar zur Publikation
Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Nein