Convex combinations of long memory estimates from different sampling rates
| Year of publication: |
2006
|
|---|---|
| Authors: | Souza, Leonardo ; Smith, Jeremy ; Souza, Reinaldo |
| Published in: |
Computational Statistics. - Springer. - Vol. 21.2006, 3, p. 399-413
|
| Publisher: |
Springer |
| Subject: | Convex combination | Long memory | Sampling rate |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613187