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SILVESTRINI, Andrea ; Andrea, Silvestrini. (2005) Temporal aggregaton of univariate linear time series models.
In: Discussion Papers (ECON - Département des Sciences Economiques). RePEc:ctl:louvec:2005044.

Full description at Econpapers

cites:

[25] Lutkepohl H. 1987. Forecasting aggregated vector ARMA processes. In Lecture Notes in Economics and Mathematical Systems, Springer Verlag (eds.). Berlin, New York.

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