A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models

MLA

Chan, Wai-Sum, and Yin-Ting Chan. “A Note on the Autocorrelation Properties of Temporally Aggregated Markov Switching Gaussian Models.” Statistics & Probability Letters, vol. 78, no. 6, Apr. 2008, pp. 728–35. EBSCOhost, https://doi.org/10.1016/j.spl.2007.09.036.

APA

Chan, W.-S., & Chan, Y.-T. (2008). A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models. Statistics & Probability Letters, 78(6), 728–735. https://doi.org/10.1016/j.spl.2007.09.036

Chicago

Chan, Wai-Sum, and Yin-Ting Chan. 2008. “A Note on the Autocorrelation Properties of Temporally Aggregated Markov Switching Gaussian Models.” Statistics & Probability Letters 78 (6): 728–35. doi:10.1016/j.spl.2007.09.036.