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Temporal aggregation of univariate and multivariate time series models : a survey
Silvestrini, Andrea
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2009
Persistent link: https://www.econbiz.de/10013442680
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Continuous-time linear models
Cochrane, John H.
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2012
Persistent link: https://www.econbiz.de/10009710832
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Temporal aggregation of univariate and multivariate time series models : a survey
Silvestrini, Andrea
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Veredas, David
- In:
Journal of economic surveys
22
(
2008
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3
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pp. 458-497
Persistent link: https://www.econbiz.de/10003726259
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Current perspectives on long memory processes
Granger, C. W. J.
- In:
Jingji-lunwen
28
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2000
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pp. 1-16
Persistent link: https://www.econbiz.de/10001532440
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