Frequency domain aspects of aggregation
In this dissertation, I focus on various issues related to aggregation in the frequency domain. The problems tackled include the effects of skip sampling and temporal aggregation on the long memory property, the choice of the sampling frequency, and the asymptotic properties of the discrete Fourier...
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| Language: | en_US |
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2015
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| Online Access: | https://hdl.handle.net/2144/13140 |