Statistical Fourier analysis: clarifications and interpretations

DOI10.2202/1941-1928.1004zbMATH Open1266.62074OpenAlexW2106667923MaRDI QIDQ4928508FDOQ4928508

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

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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)

Cited In (2)

• Title not available (Why is that?)
• Circulant matrices and time-series analysis

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