An edition of The dimensionality of the aliasing problem in models with rational spectral densities
(1981)
The dimensionality of the aliasing problem in models with rational spectral densities
by Lars Peter Hansen
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"This paper reconsiders the aliasing problem of identifying the parameters of a continuous time stochastic process from discrete time data. It analyzes the extent to which restricting attention to processes with rational spectral density matrices reduces the number of observationally equivalent models. It focuses on rational specifications of spectral density matrices since rational parameterizations are commonly employed in the analysis of the time series data"--Federal Reserve Bank of Minneapolis web site.
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Stochastic analysis, Time-series analysis| Edition | Availability |
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The dimensionality of the aliasing problem in models with rational spectral densities
1981, Federal Reserve Bank of Minneapolis
Electronic resource
in English
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Book Details
Edition Notes
Title from PDF file as viewed on 10/19/2007.
Includes bibliographical references.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.
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| December 19, 2020 | Edited by MARC Bot | import existing book |
| December 3, 2010 | Edited by Open Library Bot | Added subjects from MARC records. |
| December 10, 2009 | Created by WorkBot | add works page |