-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …

The aggregation procedure when a sample of length N is divided into blocks of length m = o(N), m ? ? and observations … varying levels of aggregation, has much smaller bias, permitting derivation of limiting distributional properties of suitably …

We consider temporal aggregation of stationary and nonstationary time series with short memory, long memory and …

The effects of temporal aggregation and choice of sampling frequency are of great interest in modeling the dynamics of … asset price volatility. We show how the squared low-frequency returns can be expressed in terms of the temporal aggregation … of a high-frequency series. Based on the theory of temporal aggregation, we provide the link between the spectral density …