Asymptotic behaviour of temporal aggregates of time series

By G. Tiao. 1972

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Norman R. Swanson
2. J. Breitung
3. Agustín Maravall
4. A. D. Río
5. Jushan Bai
6. Morten Ørregaard Nielsen
7. P. R. Hansen
8. Valentina Corradi

Citations in the corpus

• Temporal aggregation and spurious instantaneous causality in multiple time series models (2002, methodology): “Our asymptotic framework follows closely that used by Tiao (1972).”
• Temporal aggregation of univariate and multivariate time series models: a survey (2008, unknown): “4 is Tiao (1972).”
• Time aggregation and the hodrick-prescott filter (2001, background): “It is worth noticing that the IMA(d,d) formulation is attractive because it is the limiting model for time aggregates of ARIMA(p,d,q) models (Tiao (1972)).”