Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models

Zitieren

Dateien zu dieser Ressource

Prüfsumme: MD5:926436b150a3adf052e123924247a294

BERAN, Jan, Dirk OCKER, 2000. Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models

@techreport{Beran2000Tempo-667, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models}, year={2000}, number={2000/22}, author={Beran, Jan and Ocker, Dirk} }

<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/rdf/resource/123456789/667"> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/667"/> <dc:rights>deposit-license</dc:rights> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:26Z</dcterms:available> <dc:contributor>Ocker, Dirk</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> <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> <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/667/1/dp00_22.pdf"/> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dcterms:title>Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models</dcterms:title> <dc:creator>Ocker, Dirk</dc:creator> <dc:format>application/pdf</dc:format> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103416863-3868037-7"/> <dcterms:issued>2000</dcterms:issued> <dc:contributor>Beran, Jan</dc:contributor> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dc:language>eng</dc:language> <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/667/1/dp00_22.pdf"/> </rdf:Description> </rdf:RDF>

Dateiabrufe seit 01.10.2014 (Informationen über die Zugriffsstatistik)

dp00_22.pdf 44

Das Dokument erscheint in:

KOPS Suche


Stöbern

Mein Benutzerkonto