caa a22 4500 463177193 CHVBK 20180406164828.0 cr unu---uuuuu 170326e20071001xx s 000 0 eng 10.1007/s10986-007-0026-6 doi (NATIONALLICENCE)springer-10.1007/s10986-007-0026-6 Time series aggregation, disaggregation, and long memory [Elektronische Daten] [D. Celov, R. Leipus, A. Philippe] We study the aggregation/disaggregation problem of random parameter AR(1) processes and its relation to the long-memory phenomenon. We give a characterization of a subclass of aggregated processes which can be obtained from simpler, "elementary”, cases. In particular cases of the mixture densities, the structure of the aggregated process is investigated. Springer Science+Business Media, Inc., 2007 random coefficient AR(1) nationallicence long memory nationallicence aggregation nationallicence disaggregation nationallicence Celov D. Vilnius University, Naugarduko 24, LT-03225, Vilnius, Lithuania aut Leipus R. Vilnius Institute of Mathematics and Informatics, Akademijos 4, LT-08663, Vilnius, Lithuania aut Philippe A. Laboratoire de Mathématiques Jean Leray, Université de Nantes, France aut Lithuanian Mathematical Journal Springer US 47/4(2007-10-01), 379-393 0363-1672 47:4<379 2007 47 10986 https://doi.org/10.1007/s10986-007-0026-6 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10986-007-0026-6 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Celov D. Vilnius University, Naugarduko 24, LT-03225, Vilnius, Lithuania aut NATIONALLICENCE 700 1- Leipus R. Vilnius Institute of Mathematics and Informatics, Akademijos 4, LT-08663, Vilnius, Lithuania aut NATIONALLICENCE 700 1- Philippe A. Laboratoire de Mathématiques Jean Leray, Université de Nantes, France aut NATIONALLICENCE 773 0- Lithuanian Mathematical Journal Springer US 47/4(2007-10-01), 379-393 0363-1672 47:4<379 2007 47 10986 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer