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subject:"Time series analysis"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~person:"Grammig, Joachim"
~person:"Souza, Leonardo Rocha"
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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
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3
A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
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