Finite-parameter approximations to frequency response function

DOI10.1080/03610927708827523zbMath0365.62087OpenAlexW2025057503MaRDI QIDQ4140225

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

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

Cites Work

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• On the statistical estimation of frequency response functions
• The estimation of a lagged regression relation
• Estimation of the Coefficients in a Multidimensional Distributed Lag Model
• Discrete Approximations to Continuous Time Distributed Lags in Econometrics

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