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The invertibility of sampled and aggregated ARMA models

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  • H. Niemi

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  • H. Niemi, 1984. "The invertibility of sampled and aggregated ARMA models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 43-50, December.
    • Handle: RePEc:spr:metrik:v:31:y:1984:i:1:p:43-50
    DOI: 10.1007/BF01915182
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    References listed on IDEAS

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    1. Brewer, K. R. W., 1973. "Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models," Journal of Econometrics, Elsevier, vol. 1(2), pages 133-154, June.
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    Cited by:

    1. Gabriel Pons Rotger, 2004. "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers 2004-1, Department of Economics and Business Economics, Aarhus University.
    2. Rotger, Gabriel Pons, "undated". "Testing for Seasonal Unit Roots with Temporally Aggregated Time Series," Economics Working Papers 2003-16, Department of Economics and Business Economics, Aarhus University.
    3. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.

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