Tasa De Muestreo
Mostrando 1-1 de 1 artigos, teses e dissertações.
-
1. THE INFLUENCE OF THE SAMPLING INTERVAL IN THE LONG MEMORY ESTIMATION IN TIME SERIES / INFLUENCIA DEL INTERVALO DE OBSERVACIÓN EN LA ESTIMACIÓN DE LA MEMORIA PROLONGADA / INFLUÊNCIA DO INTERVALO DE OBSERVAÇÃO NA ESTIMAÇÃO DA MEMÓRIA LONGA
This thesis investigates the relationship between the estimation of the fractional integration, as a measure of long memory, and the time interval between observations of a time series. In theory, the fractional integration is invariant to the frequency of observation. However, skip- sampling induces a considerable bias in the estimation, as shown by Monte C
Publicado em: 2001