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The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
Hwang, Soosung - In: Econometric theory 16 (2000) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10001507491
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ARTICLES - The Effects of Systematic Sampling and Temporal Aggregation on Discrete Time Long Memory Processes and Their Finite Sample Properties
Hwang, Soosung - In: Econometric theory 16 (2000) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10006983610