For a fractionally integrated ARFIMA(p, d, q) model, temporal aggregation changes the order of the process to an ARFIMA(p, d,∞), while leaving the value of d unchanged. This paper analyses the effects of temporal aggregation ...

Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time processes, he takes the aliasing effect into account when studying temporal aggregation. For discrete-time processes, however, ...

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ...

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ...

This paper reinterprets results of Ohanissian et al (2003) to show the asymptotic equivalence of temporally aggregating series and using less bandwidth in estimating long memory by Geweke and Porter-Hudak’s (1983) estimator, ...

- A temporal analysis of fractal aggregates during water flocculation is presented. Water was prepared using kaolin solution and a non-intrusive image-based analysis method was used for two-dimensional fractal dimension ...

The Peruvian anchovy (Engraulis ringens) is the most important small pelagic of the Humboldt Current System (HCS), supporting the largest mono-specific fishery in the world. The spatial behavior of this species tends to ...