THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES

DOI10.1017/S0266466600163030zbMATH Open0957.62078MaRDI QIDQ4512686FDOQ4512686

Authors: Soosung Hwang 

Publication date: 29 March 2001

Published in: Econometric Theory (Search for Journal in Brave)

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zbMATH Keywords

tablestemporal aggregationsystematic sampling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (6)

• Temporal aggregation of lognormal AR processes
• Estimation of fractional integration under temporal aggregation
• Bayesian spatial and spatiotemporal models based on multiscale factorizations
• Random sampling of long-memory stationary processes
• Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes
• Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics

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