scientific article; zbMATH DE number 735008
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Publication:4326404
zbMath0815.90009MaRDI QIDQ4326404
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Publication date: 19 March 1995
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The effect of temporal aggregation on the estimation accuracy of ARMA models ⋮ Asymptotic behavior of temporal aggregates in the frequency domain ⋮ Convex combinations of long memory estimates from different sampling rates ⋮ The term structure of interest rates and regime shifts
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