TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY
统一且最新地综述了单变量和多变量时间序列模型的时间聚合技术，直观解释技术原理，并用实证应用说明主要问题。
Abstract We present a unified and up‐to‐date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail, although intuitively, the technical machinery behind the results. Some empirical applications illustrate the main issues.