The Effects of Systematic Sampling and Temporal Aggregation on Discrete Time Long Memory Processes and their Finite Sample Properties
No abstract is available for this item.
|Date of creation:||1999|
|Contact details of provider:|| Postal: Coventry, CV4 7AL|
Phone: +44 (0)24 76524118
Fax: +44 (0)24 76524167
Web page: http://web.warwick.ac.uk/fac/soc/financeRepec/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Diebold, Francis X. & Rudebusch, Glenn D., 1989.
"Long memory and persistence in aggregate output,"
Journal of Monetary Economics,
Elsevier, vol. 24(2), pages 189-209, September.
- Cheung, Yin-Wong & Diebold, Francis X., 1994.
"On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean,"
Journal of Econometrics,
Elsevier, vol. 62(2), pages 301-316, June.
- Yin-Wong Cheung & Francis X. Diebold, 1993. "On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean," Working Papers 93-5, Federal Reserve Bank of Philadelphia.
- Yin-Wong Cheung & Francis X. Diebold, 1990. "On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean," Discussion Paper / Institute for Empirical Macroeconomics 34, Federal Reserve Bank of Minneapolis.
- Cheung, Yin-Wong, 1993. "Long Memory in Foreign-Exchange Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 93-101, January.
- Chambers, Marcus J., 1996. "The Estimation of Continuous Parameter Long-Memory Time Series Models," Econometric Theory, Cambridge University Press, vol. 12(02), pages 374-390, June.
- repec:esx:essedp:437 is not listed on IDEAS
When requesting a correction, please mention this item's handle: RePEc:wbs:wpaper:wp99-15. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rong Leng)
If references are entirely missing, you can add them using this form.