question on BGP aggregation

Hi, I observe some BGP AS paths collected from Routeview having the AS-set in the last hop. According to my understanding, this is BGP route aggregation. However, my question is as follows: Suppose, there is a path AS1 AS2 AS3 {AS4 AS5 AS6}, how AS4 AS5 AS6 connect to AS3? Does it necessarily mean that AS4 AS5 AS6 are direct neighbors of AS4, and AS4 aggregate the routes from AS4 AS5 AS6 then exporting outside. or, it could be other cases such as AS4 aggregate AS5 AS6 first, and then AS3 aggregate AS4? Thanks in advance,