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 |
| 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: | 13 Sep 2024 13:52 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1121 |
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