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The effects of temporal aggregation on tests of linearity of a time series

, and . Computational Statistics & Data Analysis, 34 (1): 91--103 (Jul 28, 2000)

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Iterative Least Squares Estimation and Identification of the Transfer Function Model, and . Journal of Time Series Analysis, 18 (6): 579--592 (305 11 1997)doi: 10.1111/1467-9892.00069.Time series analysis - univariate and multivariate methods.. Addison-Wesley, (1989)The Use of Aggregate Time Series in Testing for Gaussianity, and . Journal of Time Series Analysis, 23 (1): 95--116 (Jan 1, 2002)doi: 10.1111/1467-9892.01506.Time Series Regression.. International Encyclopedia of Statistical Science, Springer, (2011)A comparison of some estimators of time series autocorrelations, and . Computational Statistics & Data Analysis, 14 (2): 149--163 (August 1992)The use of temporally aggregated data in modeling and testing a variance change in a time series., and . Commun. Stat. Simul. Comput., 52 (7): 3183-3200 (July 2023)The effect of temporal aggregation on parameter estimation in distributed lag model. Journal of Econometrics, 8 (2): 237--246 (October 1978)The effects of temporal aggregation on tests of linearity of a time series, and . Computational Statistics & Data Analysis, 34 (1): 91--103 (Jul 28, 2000)Optimal spatial aggregation of space-time models and applications., and . Comput. Stat. Data Anal., (2020)Forecasting with ARIMA Processes.. International Encyclopedia of Statistical Science, Springer, (2011)