Spectral properties of temporally aggregated long memory processes

zbMath1310.62107MaRDI QIDQ2342409

Leonardo Rocha Souza

Publication date: 28 April 2015

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.redeabe.org.br/bjpspublishedpapers_volume22_2.htm

zbMATH Keywords

long memoryaliasingtemporal aggregationFejer kernel

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15)

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