Convex combinations of long memory estimates from different sampling rates

Leonardo Souza, Jeremy Smith and Reinaldo Souza

Computational Statistics, 2006, vol. 21, issue 3, 399-413

Keywords: Convex combination; Long memory; Sampling rate (search for similar items in EconPapers)
Date: 2006
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Working Paper: Convex combinations of long memory estimates from different sampling rates (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:21:y:2006:i:3:p:399-413

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DOI: 10.1007/s00180-006-0002-3

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