Finite-parameter approximations to frequency response function

DOI10.1080/03610927708827523MaRDI QIDQ4140225zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 1977

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927708827523

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point estimation (62F10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• Discrete Approximations to Continuous Time Distributed Lags in Econometrics
• Estimation of the Coefficients in a Multidimensional Distributed Lag Model
• scientific article; zbMATH DE number 3139051 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• On the statistical estimation of frequency response functions
• The estimation of a lagged regression relation

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