The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
Soosung Hwang
| Year of publication: |
2000
|
|---|---|
| Authors: | Hwang, Soosung |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 3, p. 347-372
|
| Subject: | Stochastischer Prozess | Stochastic process | Aggregation | Theorie | Theory | ARMA-Modell | ARMA model |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001507491