EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE MODEL

[1] ANDERSON TW, 1971, STATISTICAL ANALYSIS

[2] Grenander U., 1958, CALIFORNIA MONOGRAPH

[3] DISCRETE SAMPLES AND MOVING SUMS IN STATIONARY STOCHASTIC PROCESSES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (318) : 484 - &

[4] Whittle Peter, 1963, PREDICTION REGULATIO

[5] WU RY, 1971, THESIS STANFORD U

[1] ANDERSON TW, 1971, STATISTICAL ANALYSIS

[2] Grenander U., 1958, CALIFORNIA MONOGRAPH

[3] DISCRETE SAMPLES AND MOVING SUMS IN STATIONARY STOCHASTIC PROCESSES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (318) : 484 - &

[4] Whittle Peter, 1963, PREDICTION REGULATIO

[5] WU RY, 1971, THESIS STANFORD U