Temporal aggregation and bandwidth selection in estimating long memory

Journal of Time Series Analysis

Volumn 28, Issue 5, 2007, Pages 701-722

  Souza, Leonardo Rocha ^a,b  

^a UNITED NATIONS   (United States)

^b NONE   (United States)

Author keywords

Bandwidth; Long memory; Spectrum; Temporal aggregation

Indexed keywords

EID: 34547849516     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2007.00533.x     Document Type: Article

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