Aggregation and long-memory : an analysis based on the discrete Fourier transform
Year of publication: |
February 2016
|
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Authors: | Shi, Wendong ; Sun, Jingwei |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 53.2016, p. 470-476
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Subject: | Temporal aggregation | Skip sampling | Discrete Fourier transform (dft) | Periodogram | Theorie | Theory | Aggregation | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling |
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