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Long memory relationships and the aggregation of dynamic models. (English) Zbl 0466.62108

62P20 Applications of statistics to economics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
91B84 Economic time series analysis
Full Text: DOI
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[5] Hipel, W.H.; McLeod, A.I., Preservation of the rescaled adjusted range, Water resources research, 14, 491-518, (1978), Parts 1-3
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[8] Theil, H., Linear aggregation of economic relations, (1954), North-Holland Amsterdam · Zbl 0057.36109
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