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

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The dimensionality of the aliasing problem in ...
Lars Peter Hansen
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Last edited by MARC Bot
December 3, 2010 | History
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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

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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.

Publish Date
Publisher
Federal Reserve Bank of Minneapolis
Language
English

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Subjects
Stochastic analysis, Time-series analysis

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Edition Availability
Cover of: The dimensionality of the aliasing problem in models with rational spectral densities
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

Published in

[Minneapolis, Minn.]

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.

Series
Federal Reserve Bank of Minneapolis, Research Department staff report -- 72, Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 72.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL16412971M
LCCN
2007702539

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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