%0 Journal Article %1 Chan2008 %A Chan, Wai-Sum %A Chan, Yin-Ting %D 2008 %J Statistics & Probability Letters %K ARMA model %N 6 %P 728--735 %T A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models %U http://www.sciencedirect.com/science/article/B6V1D-4R0CJY8-P/1/13c8ea887afc3c731d967b263b89aac7 %V 78

@article{Chan2008, added-at = {2008-04-23T22:05:04.000+0200}, author = {Chan, Wai-Sum and Chan, Yin-Ting}, biburl = {https://www.bibsonomy.org/bibtex/2fa36a36fc26098af086e16317bcbd3f7/smicha}, day = 15, interhash = {d8e6abc059ed196d936aa8a5166f959f}, intrahash = {fa36a36fc26098af086e16317bcbd3f7}, journal = {Statistics \& Probability Letters}, keywords = {ARMA model}, month = Apr, number = 6, pages = {728--735}, timestamp = {2008-04-23T22:09:43.000+0200}, title = {A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models}, url = {http://www.sciencedirect.com/science/article/B6V1D-4R0CJY8-P/1/13c8ea887afc3c731d967b263b89aac7}, volume = 78, year = 2008 }