Why aggregate long memory time series?

Econometric Reviews

Volumn 27, Issue 1-3, 2008, Pages 298-316

  Souza, Leonardo Rocha ^a  

^a UNITED NATIONS   (United States)

Author keywords

Bandwidth; Long memory; Spectrum; Temporal aggregation

Indexed keywords

EID: 40549093341     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930701873408     Document Type: Article

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