Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes : a Monte-Carlo study
Leonardo R. Souza; Jeremy Smith
| Year of publication: |
2004
|
|---|---|
| Authors: | Souza, Leonardo Rocha ; Smith, Jeremy |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 3, p. 487-502
|
| Subject: | Aggregation | Systematischer Fehler | Bias | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002169227