Finite-parameter approximations to frequency response function
Robinson, P.
(1977).
Finite-parameter approximations to frequency response function.
Communications in Statistics - Theory and Methods,
6(7), 661-677.
https://doi.org/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 |
|---|---|
| Copyright holders | © 1977 Taylor & Francis |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1080/03610927708827523 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1121 |
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- http://www.lse.ac.uk/economics/people/faculty/peter-robinson.aspx (Author)
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