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Aggregation and long-memory : an analysis based on the discrete Fourier transform
Shi, Wendong, (2016)
Persistence under temporal aggregation and differencing
Hassler, Uwe, (2014)
Temporal disaggregation and seasonal adjustment
Proietti, Tommaso, (2005)
Sample autocorrelations of nonstationary fractionally integrated series
Hassler, Uwe, (1997)
Estimation of fractional integration under temporal aggregation
Hassler, Uwe, (2011)
Ergodic for the mean
Hassler, Uwe, (2017)