Amemiya, Takeshi; Wu, Roland Y. The effect of aggregation on prediction in the autoregressive model. (English) Zbl 0258.62054 J. Am. Stat. Assoc. 67, 628-632 (1972). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 35 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction PDF BibTeX XML Cite \textit{T. Amemiya} and \textit{R. Y. Wu}, J. Am. Stat. Assoc. 67, 628--632 (1972; Zbl 0258.62054) Full Text: DOI