Statistical Fourier analysis: clarifications and interpretations

DOI10.2202/1941-1928.1004MaRDI QIDQ4928508zbMATH OpenOpenAlexFDO

Authors Stephen D. S. G. Pollock

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2381/7576

zbMATH Keywords

circulant matricesband-limited processesideal filters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Numerical methods for discrete and fast Fourier transforms (65T50) Special matrices (15B99)

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