EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/s00180-006-0002-3 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Convex combinations of long memory estimates from different sampling rates (2003) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:21:y:2006:i:3:p:399-413

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/180/PS2

Access Statistics for this article

Computational Statistics is currently edited by Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

More articles in Computational Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla ().

 
Page updated 2019-09-29
Handle: RePEc:spr:compst:v:21:y:2006:i:3:p:399-413