Temporal aggregation and bandwidth selection in estimating long memory

Leonardo R. Souza

Year of publication:	2003 ; [Elektronische Ressource]
Other Persons:	Souza, Leonardo Rocha (contributor)
Institutions:	Escola de Pós-Graduação em Economia <Rio de Janeiro> (contributor)
Publisher:	Rio de Janeiro : EPGE
Subject:	Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Aggregation

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