Bias in the memory parameter for different sampling rates

International Journal of Forecasting

Volumn 18, Issue 2, 2002, Pages 299-313

  Souza, Leonardo R ^a   Smith, Jeremy ^b  

^a Algorithmics Brazil   (Brazil)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Aliasing; Long memory bias; Sampling rate

Indexed keywords

EID: 0036211491     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00160-1     Document Type: Article

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