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Aggregation effect and forecasting temporal aggregates of long memory processes

, and . International Journal of Forecasting, 22 (2): 267--281 (00 2006)

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Other publications of authors with the same name

Linear prediction of temporal aggregates under model misspecification. International Journal of Forecasting, 20 (4): 659--670 (00 2004)Aggregation effect and forecasting temporal aggregates of long memory processes, and . International Journal of Forecasting, 22 (2): 267--281 (00 2006)Long memory time series and short term forecasts. International Journal of Forecasting, 19 (3): 477--491 (00 2003)