A NOTE ON CHAMBERS'S “LONG MEMORY AND AGGREGATION IN MACROECONOMIC TIME SERIES”*
回顾了离散时间长记忆过程加总的一些结果，给出了考虑混叠效应的加总谱公式。
This note reviews some results on aggregating discrete‐time long memory processes, providing a formula for the spectrum of the aggregates that considers the aliasing effect.