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Why aggregate long memory time series?
Souza, Leonardo Rocha - In: Econometric reviews 27 (2008) 1/3, pp. 298-316
Persistent link: https://www.econbiz.de/10003761254
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Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes : a Monte-Carlo study
Souza, Leonardo Rocha; Smith, Jeremy - In: International journal of forecasting 20 (2004) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10002169227
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A Note on Chambers' 'Long Memory and Aggregation in Macroeconomic Time Series'
Souza, Leonardo Rocha - 2005
Persistent link: https://www.econbiz.de/10014063745