The Effect of Temporal Aggregation on the Estimation Accuracy of Arma Models

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P-00N-54R
2
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Document Type
Article
Year published
2018
Published
in COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ISSN: 0361-0918
Volume: 47, Issue: 10, Pages: 2865-2885 (21)
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Wos: WOS:000449681200004
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ISSN: 0361-0918
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