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

DOI10.1017/S0266466600163030MaRDI QIDQ4512686zbMATH OpenFDO

Authors Soosung Hwang

Publication date 29 March 2001

Published in Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

tablestemporal aggregationsystematic sampling

Mathematics Subject Classification ID

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

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Cited in

(6)

• Estimation of fractional integration under temporal aggregation
• Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics
• 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
• Temporal aggregation of lognormal AR processes

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