Convex combinations of long memory estimates from different sampling rates-Reference-Cited by-同舟云学术

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Convex combinations of long memory estimates from different sampling rates

Published:2006-08-10 Issue:3-4 Volume:21 Page:399-413
ISSN:0943-4062
Container-title:Computational Statistics
language:en
Short-container-title:Computational Statistics

Author:

Souza Leonardo R.,Smith Jeremy,Souza Reinaldo C.

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00180-006-0002-3.pdf

Reference27 articles.

1. Andersson MK (2000) Do long-memory models have long memory? Int J Forecast 16:121–124

2. Bisaglia L, Guégan D (1998) A comparison of techniques of estimation in long-memory processes. Comput Stat Data Anal 27: 61–81

3. Chambers MJ (1998) Long memory and aggregation in macroeconomic time series. Int Econ Rev 39:1053–1072

4. Crato N, Ray BK (1996) Model selection and forecasting for long-range dependent processes. J Forecast 15:107–125

5. Drost F (1994) Temporal aggregation in time-series. In: Kaehler J, Kugler P, (eds) Econometric analysis of financial markets. Physica-Verlag, pp 11–22

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Random sampling of long-memory stationary processes;Journal of Statistical Planning and Inference;2010-05

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