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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


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:
Additional Information: © 1977 Taylor & Francis
Divisions: Economics
Subjects: H Social Sciences > HB Economic Theory
Q Science > QA Mathematics
JEL classification: C - Mathematical and Quantitative Methods > C0 - General
Date Deposited: 27 Apr 2007
Last Modified: 15 May 2024 23:25

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