Listagem FGV EPGE - Seminários de Pesquisa Econômica por Assunto "Estatística matemática"
Itens para a visualização no momento 1-3 of 3
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Biased procurement
2003-02-27 -
Spectral properties of temporally aggregated long memory processes
2003-10-23This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ...




