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  • Search: subject:"Generalized fractional processes"
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Year of publication
Subject
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Aggregation 2 Frequency domain 2 Generalized fractional processes 2 Long memory 2 ARMA model 1 ARMA-Modell 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Shi, Wendong 2 Sun, Jingwei 2
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Economics Letters 1 Economics letters 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Aggregation of the generalized fractional processes
Sun, Jingwei; Shi, Wendong - In: Economics Letters 124 (2014) 2, pp. 258-262
well as temporal aggregation of flow variables for the generalized fractional processes. We show that, for skip sampling …
Persistent link: https://www.econbiz.de/10010933290
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Cover Image
Aggregation of the generalized fractional processes
Sun, Jingwei; Shi, Wendong - In: Economics letters 124 (2014) 2, pp. 258-262
Persistent link: https://www.econbiz.de/10010493645
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