Estimation of fractional integration under temporal aggregation
type: Dataset
description: International audience
landing page: 2225-1146
keyword: and-organizing-macroeconomic-data
keyword: c14-semiparametric-and-nonparametric-methods
keyword: c22-time-series-models
keyword: c82-methodology-for-collecting
keyword: closedness-of-assumptions
keyword: cumulating-time-series
keyword: difference-stationarity
keyword: estimating
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: long-memory
keyword: qfinstquantitative-finance-q-finstatistical-finance-q-finst
keyword: skip-sampling
issued: 2026-05-11T09:57:53.899202
modified: 2026-05-11T09:57:53.899207
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

Estimation of fractional integration under temporal aggregation
type: Distribution
format: HTML
access URL: https://hal.science/hal-00815563
issued: 2026-05-11T09:57:53.901326
modified: 2026-05-11T09:57:53.872399