مرکز منطقه ای اطلاع رساني علوم و فناوري - Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study

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 :

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 :