par Silvestrini, Andrea;Veredas, David
Référence Journal of economic surveys, 22, 3, page (458-497)
Publication Publié, 2008-07
Article révisé par les pairs
Résumé : We present a unified and up-to-date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail, although intuitively, the technical machinery behind the results. Some empirical applications illustrate the main issues.