Effect of temporal aggregation on multiple time series in the frequency domain-Reference-Cited by-同舟云学术

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Effect of temporal aggregation on multiple time series in the frequency domain

Published:2013-06-13 Issue:5 Volume:34 Page:562-573
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Hassler Uwe¹

Affiliation:

1. Goethe University Frankfurt

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12032/fullpdf

Reference15 articles.

1. Fourier Analysis of Time Series

2. Minimax adaptive spectral estimation from an ensemble of signals;Bunea;IEEE Transactions on Signal Processing,2006

3. Temporal Aggregation of Time-Series

4. Estimation of fractional integration under temporal aggregation;Hassler;Journal of Econometrics,2011

5. Asymptotic behavior of temporal aggregates in the frequency domain;Hassler;Journal of Time Series Econometrics,2013

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1. Asymptotic Behavior of Temporal Aggregation in Mixed‐Frequency Datasets;Oxford Bulletin of Economics and Statistics;2023-02-28

2. The use of aggregate time series for testing conditional heteroscedasticity;Statistics;2022-10-14

3. Gravity Estimations with Interval Data: Revisiting the Impact of Free Trade Agreements;Economica;2021-10-13

4. Aggregation of Seasonal Long-Memory Processes;Econometrics and Statistics;2021-01

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