{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,20]],"date-time":"2026-09-20T10:11:43Z","timestamp":1789899103799,"version":"4.0.1"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2000,6,1]],"date-time":"2000-06-01T00:00:00Z","timestamp":959817600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,6]]},"abstract":"<jats:p>This study investigates the effects of varying \nsampling intervals on the long memory characteristics of \ncertain stochastic processes. We find that although different \nsampling intervals do not affect the decay rate of discrete \ntime long memory autocorrelation functions in large lags, \nthe autocorrelation functions in short lags are affected \nsignificantly. The level of the autocorrelation functions \nmoves upward for temporally aggregated processes and downward \nfor systematically sampled processes, and these effects \nresult in a bias in the long memory parameter. For the \nARFIMA(0,<jats:italic>d<\/jats:italic>,0) process, the absolute magnitude \nof the long memory parameter, |<jats:italic>d<\/jats:italic>|, \nof the temporally aggregated process is greater than the \n|<jats:italic>d<\/jats:italic>| of the true process, which is \ngreater than the |<jats:italic>d<\/jats:italic>| of the systematically \nsampled process. We also find that the true long memory \nparameter can be obtained if we use a decay rate that is \nnot affected by different sampling intervals.<\/jats:p>","DOI":"10.1017\/s0266466600163030","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"347-372","source":"Crossref","is-referenced-by-count":19,"title":["THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE \nTIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES"],"prefix":"10.1017","volume":"16","author":[{"given":"Soosung","family":"Hwang","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,6,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600163030","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,11]],"date-time":"2019-04-11T19:59:51Z","timestamp":1555012791000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600163030\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,6]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2000,6]]}},"alternative-id":["S0266466600163030"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600163030","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,6]]}}}