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Bibframe Work

Title
The dimensionality of the aliasing problem in models with rational spectral densities
Type
Text
Monograph
Contribution
Hansen, Lars Peter (author)
Sargent, Thomas J. (contributor)
Subject
Stochastic analysis (LCSH)
Time-series analysis (LCSH)
Language
English (eng)
Classification
LCC: HB1 (Assigner: dlc) (Status: used by assigner)
Supplementary Content
bibliography (bibliography)
Content
text (txt)
Summary
"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.
Table Of Contents
Government Publication Type
federal or national
Authorized Access Point
Hansen, Lars Peter. The dimensionality of the aliasing problem in models with rational spectral densities
Admin Metadata
Status: new
Date: 2007-10-19
Admin Metadata
Status: changed
Date: 2013-06-03T11:27:19
Admin Metadata
Status: changed
Date: 2025-08-15T21:45:01.479659-04:00
Admin Metadata
Encoding Level: minimal
Description Conventions: Anglo-American cataloguing rules
Identified By: bf:Local, 15051549
Note: 040 $aDLC$cDLC
Non-rendered Predicates: bflc:marcKey bflc:marcKey bflc:marcKey bflc:marcKey

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