• Title of article

    Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study

  • Author/Authors

    Leonardo R. Souza، نويسنده , , Jeremy Smith، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    16
  • From page
    487
  • To page
    502
  • Keywords
    aggregation , forecasting , Long memory bias
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2004
  • Journal title
    International Journal of Forecasting
  • Record number

    179102

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179102