Aggregation of autoregressive processes and random fields with finite or infinite variance

Aggregation of autoregressive processes and random fields with finite or infinite variance

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Aggregated data appears in many areas such as econimics, sociology, geography, etc. This motivates an importance of studying the (dis)aggregation problem. One of the most important reasons why the contemporaneous aggregation become an object of research is the possibility of obtaining the long memor...

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Bibliographic Details
Main Author: Puplinskaitė, Donata
Other Authors: PAULAUSKAS, VYGANTAS
Format: Doctoral Thesis
Language:English
Published: Lithuanian Academic Libraries Network (LABT) 2013
Subjects:
Mathematics
Aggregation
Long memory
Random process
Nearest-neighbour random fields
Agregavimas
Ilga atmintis
Atsitiktiniai procesai
Artimiausio kaimyno atsitiktiniai laukai
Online Access:http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2013~D_20131029_102339-22917/DS.005.1.01.ETD

Internet

http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2013~D_20131029_102339-22917/DS.005.1.01.ETD

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