Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models

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BERAN, Jan, Dirk OCKER, 2000. Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models

@techreport{Beran2000Tempo-667, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models}, year={2000}, number={2000/22}, author={Beran, Jan and Ocker, Dirk} }

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