The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Azencott R. and Dacunha-Castelle D. (1986), Series of irregular observations. Springer Verlag, New York, viii+236 pp. MR 87i:62153
  2. Dacunha-Castelle D. and FermÌn L. (2005), Aggregations of Ornstein-Uhlenbeck processes or AR processes and long memory. (Preprint) Math. Review number not available.
  3. Dacunha-Castelle D. and FermÌn L. (2006), Aggregations of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of $U$-Statistics. Dependence in Probability and Statistics, Lecture Notes in Statistics , 187. Math. Review number not available.
  4. Dym H. and McKean H.P. (1972) Fourier Series and Integrals Academic Press New York and London. 0442564
  5. Gonc{c}alvez, E. and Gourieroux, C. (1988), Aggr'egations de processus autor'egressives d'ordre 1. Annales d'Economie et de Statistique, 12, 127-149. MR 90f:62283
  6. Granger, C.W.J. (1980), Long Memory relationships and the aggregation of dinamic models. Journal of Econometrics, 14 no. 2, 227--238. MR 81m:62165
  7. Kahane J.P. (1994), Emsembles parfaits et s'eries trigonom'etriques. With notes by Kahane, Thomas W. Kˆrner, Russell Lyons and Stephen William Drury. Hermann, Paris, 245 pp. MR 96e:42001
  8. Linden, M. (1999), Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. Economics Letters, 64, no. 1, 31-36. MR1703637
  9. Lippi, M. and Zaffaroni, P. (1998), Aggregation of simple linear dynamics: exact asymptotic results. Econometrics Discussion Paper 350, STICERD-LSE. Math. Review number not available.
  10. Oppenheim, G. and Viano, M.-C. (2004), Aggregation of ramdom parameters Ornstein-Uhlenbeck or AR processes: some convergence results Journal of Time Series Analysis, 25, no. 3, 335--350. MR2062677
  11. Terence, T.C and Kwan-to, W. (2001), Time series properties of aggregated AR(2) processes. Economics Letters, 73, no. 3, 325--332. MR1866754


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.