This paper provides implementation details and application examples of the asymptotic error evaluation formulas introduced in the reference [GO14a] concerning three different approaches to the forecasting of linear temporal aggregates using estimated linear processes. The first two techniques...

We introduce a new strategy for the prediction of linear temporal aggregates, we call it "hybrid", and study its performance using asymptotic theory. This scheme consists of carrying out model parameter estimation with data sampled at the highest available frequency and the subsequent prediction...