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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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.

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