THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES

DOI10.1017/S0266466600163030zbMath0957.62078MaRDI QIDQ4512686

Soosung Hwang

Publication date: 29 March 2001

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

tablessystematic samplingtemporal aggregation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Random sampling of long-memory stationary processes ⋮ Estimation of fractional integration under temporal aggregation ⋮ Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes ⋮ Temporal Aggregation of Lognormal AR processes

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