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Finite-parameter approximations to frequency response function

Robinson, Peter (1977) Finite-parameter approximations to frequency response function. Communications in Statistics - Theory and Methods, 6 (7). pp. 661-677. ISSN 0361-0926

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Identification Number: 10.1080/03610927708827523

Abstract

We consider estimation of the frequency response function, β~(λ), between two discrete time series, over a subset of the sampling frequencies. We approximate β~(λ) be a linear combination of continuous, complex functions of λ, with unknown coefficients. The aim is to provide approximations that are parsimonious in parameters and appropriate to the circumstances.

Item Type: Article
Official URL: http://www.tandf.co.uk/journals/titles/03610926.as...
Additional Information: © 1977 Taylor & Francis
Subjects: H Social Sciences > HB Economic Theory
Q Science > QA Mathematics
Sets: Departments > Economics
Collections > Economists Online
Date Deposited: 27 Apr 2007
Last Modified: 04 Oct 2017 15:01
URI: http://eprints.lse.ac.uk/id/eprint/1121

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