Last edited by Samunos
Tuesday, May 19, 2020 | History

4 edition of The dimensionality of the aliasing problem in models with rational spectral densities found in the catalog.

The dimensionality of the aliasing problem in models with rational spectral densities

Lars Peter Hansen

The dimensionality of the aliasing problem in models with rational spectral densities

by Lars Peter Hansen

  • 281 Want to read
  • 6 Currently reading

Published by Federal Reserve Bank of Minneapolis in [Minneapolis, Minn.] .
Written in English

    Subjects:
  • Stochastic analysis.,
  • Time-series analysis.

  • Edition Notes

    StatementLars Peter Hansen and Thomas J. Sargent.
    SeriesFederal Reserve Bank of Minneapolis, Research Department staff report -- 72, Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 72.
    ContributionsSargent, Thomas J.
    Classifications
    LC ClassificationsHB1
    The Physical Object
    FormatElectronic resource
    ID Numbers
    Open LibraryOL16412971M
    LC Control Number2007702539

    Without good models that ful?ll the expectations of the users and without the und- standing how these models correspond to the dynamics of the application, it is di?cult to design high performance LPV control solutions. This book aims to bridge the gap between modeling and control by investigating the fundamental questions of LPV modeling and. Journal of Statistical Planning and Inference Vol Number 1, July 1, Lajos Horváth Approximations for hybrids of empirical and partial sums processes Denis Conniffe and John E. Spencer Approximating the distribution of the maximum partial sum of normal deviates Zinoviy Landsman On the minimum of the Fisher information about the scale parameter and the.

    Proc. SPIE , Wavelet Applications, pg 2 (15 March ); doi: / Chan, Shu-Park “Section I – Circuits” The Electrical Engineering Handbook Ed. Richard C. Dorf Boca Raton: CRC Press LLC, The Intel Pentium® processor, introduced at speeds of up to MHz, combines the architectural advances in the Pentium Pro processor with the instruction set extensions of Intel MMX™ media enhancement technology.

    In computational geometry, the ray casting problem is also known as the ray shooting problem and may be stated as the following query problem. Given a set of objects in d-dimensional space, preprocess them into a data structure so that for each query ray the first object hit by the ray can be found quickly. () Graph- and finite element-based total variation models for the inverse problem in diffuse optical tomography. Biomedical Optics Express , () A Relaxed Optimization Approach for Cardinality-Constrained by:


Share this book
You might also like
Navajo rugs

Navajo rugs

John Case and The praise of musicke.

John Case and The praise of musicke.

An history of the revolutions that happened in the government of the Roman Republic. Written in French by the Abbot de Vertot, ... Translated into English, in two volumes, by Mr. Ozell. ...

An history of the revolutions that happened in the government of the Roman Republic. Written in French by the Abbot de Vertot, ... Translated into English, in two volumes, by Mr. Ozell. ...

catalogue of the Walt Whitman Library.

catalogue of the Walt Whitman Library.

Providing for the collection of fees for the making of motion pictures, television productions, and sound tracks in National Park System and National Wildlife Refuge System Units

Providing for the collection of fees for the making of motion pictures, television productions, and sound tracks in National Park System and National Wildlife Refuge System Units

My Christian Faith

My Christian Faith

Thomas Food Industry Register, 1995 (Thomas Food Industry Register Buying Guide)

Thomas Food Industry Register, 1995 (Thomas Food Industry Register Buying Guide)

Grow a gift.

Grow a gift.

Leither.

Leither.

CRC handbook of processing and utilization in agriculture

CRC handbook of processing and utilization in agriculture

Natural and built environment

Natural and built environment

employment status of individuals in non-standard employment

employment status of individuals in non-standard employment

Social policy in a development context

Social policy in a development context

Art of Thomas Hardy.

Art of Thomas Hardy.

Stray leaves from strange literature

Stray leaves from strange literature

The power of faith

The power of faith

The dimensionality of the aliasing problem in models with rational spectral densities by Lars Peter Hansen Download PDF EPUB FB2

Downloadable. 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. Downloadable (with restrictions). 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. 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.

"On The Dimensionality Of The Aliasing Problem In Models With Rational Spectral Densities Revisited," "A Sampling Experiment Of A Continuous-Time Model With Flow Data,"Rutgers University Working Paper "The Estimation Of A Closed Linear First-Order Continuous-Time System With Mixed-Sample,"Rutgers University Working Paper.

TEMPORAL AGGREGATION OF GARCH PROCESSES. We derive low frequency, say weekly, models implied by high frequency, say daily, ARMA models with symmetric GARCH errors. P., AND T. SARGENT(): "The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities," Econometrica, 51, HARVEY, A.

C., AND R. This paper considers the parametric estimation problem for continuous-time stochastic processes described by first-order nonlinear stochastic differential equations of the generalized Itô type (containing both jump and diffusion components).

The dimensionality of the aliasing problem in models with rational spectral by: Continuous-time models in macroeconomics: specification and estimation. Authors; Hansen, L.

and Sargent, T. () The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities, Econometrica, 51, – CrossRef Google by: The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities Lars Peter Hansen Thomas J.

Sargent September 1, Temporal aggregation of GARCH processes. of the Aliasing Problem in Models with Rational Spectral Densities attention to processes with rational spectral density matrices reduces the. “Formulating and Estimating Dynamic Linear Rational Expectation Models,” with Thomas J.

Sargent, Journal of Economic Dynamics and Control 2, In Mancini and Renò [23], they only considered the case of fixed time span T = 1 with δ n,T = 1 n in Theorem andand the convergence rate was √ nh n for the stable convergence in law.

This is information that was supplied by Lars Hansen in registering through RePEc. If you are Lars Peter Hansen, you may change this information at the RePEc Author if you are not registered and would like to be listed as well, register at the RePEc Author you register or update your RePEc registration, you may identify the papers and articles you have authored.

Access Statistics for Thomas Sargent Author contact details at EconPapers. Working Paper The dimensionality of the aliasing problem in models with rational spectral densities: 0: 1: 1: 0: 2: 6: The Dimensionality of the Aliasing Problem in Models with.

Hansen, L.P. and Sargent, T.J. (): The dimensionality of the aliasing problem in models with rational spectral densities. Econometr – zbMATH CrossRef MathSciNet Google Scholar Holly, A. and Phillips, P.C.B. (): An saddlepoint approximation to the distribution to the k -class estimator in a simultaneous by: “The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities,” (with L.P.

Hansen), Econometrica,Mar.,p. – (FRB Mpls Staff Report No. 72, Sept., ). “Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continu-File Size: 96KB. David Rockefeller Distinguished Service Professor in Economics, Statistics and the College. Home page of Lars Peter Hansen Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, Published Works.

Uncertainty within Economic Models; Lars Peter Hansen and Thomas J. Sargent; Singapore: World Scientific, Recursive Models of Dynamic Linear Economies; Lars Hansen and.

The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities. In: Econometrica. [Citation analysis] article: The dimensionality of the aliasing problem in models with rational spectral densities.() In: Staff Report.

[Citation analysis] This paper has another version. Agregated cites: paper:   In econometrics, there are several papers that study the conditions in which under-sampled systems can avoid an implicit aliasing problem (Hansen and Sargent, ; Mccrorie and Chambers, ; Mccrorie, ).

This is not a problem for electrophysiological models because sampling is fast relative to the underlying neuronal by: To briefly illustrate the methods in the SDP case, we follow Bandi and Reno () in this review.

Specifically, we estimate the spot variance of the S&P index returns for all days between January 2,and Maby applying the two-scale estimator of Zhang et al. () to intra-daily SPY returns (see Bandi and Reno,for details).

13 Figure a represents the sojourn Cited by: The first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC).

These fast, efficient, and accurate methods are an extension of the classical spectral methods of high-dimensional random spaces.

Although Wong () produced diffusion models that imply prespecified densities, it is also straightforward to infer or estimate densities from parameterized diffusion models. We now consider the problem of fitting an identified model of a generator to the stationary by: The Journal of Applied Remote Sensing (JARS) is an online journal that optimizes the communication of concepts, information, and progress within the remote sensing community to improve the societal benefit for monitoring and management of natural disasters, weather forecasting, agricultural and urban land-use planning, environmental quality monitoring, ecological restoration, and numerous.() Flow past a circular cylinder executing rotary oscillation: Dimensionality of the problem.

Physics of Fluids() Rheometric assessment and numerical simulation of steady-state and periodic flows of fabric-water mixtures in household top-load washing by: