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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes. (2003). Souza, Leonardo.
In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
RePEc:fgv:epgewp:470.

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Cited: 5

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  1. Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood. (2008). Frederiksen, Per ; Nielsen, Frank S..
    In: CREATES Research Papers.
    RePEc:aah:create:2008-59.

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  2. Temporal Aggregation and Bandwidth selection in estimating long memory. (2007). Souza, Leonardo.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:28:y:2007:i:5:p:701-722.

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  3. On choice of technique in the Robinson-Solow-Srinivasan model. (2003). Khan, M..
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:504.

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  4. Convex combinations of long memory estimates from different sampling rates. (2003). Souza, Leonardo ; Smith, Jeremy.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:489.

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  5. Temporal aggregation and bandwidth selection in estimating long memory. (2003). Souza, Leonardo.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:478.

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References

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  53. An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries. (1996). Liu, Angela Y. ; Pan, Ming-Shiun ; Chan, Kam C..
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  55. Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen. (1996). Batten, Jonathan ; Ellis, Craig .
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  56. Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard.
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  57. Estimation of the fractionally differencing parameter with the R/S method. (1995). Reschenhofer, Erhard ; Hauser, Michael A..
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