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Finite-parameter approximations to frequency response function

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We consider estimation of the frequency response function, β~(λ), between two discrete time series, over a subset of the sampling frequencies. We approximate β~(λ) be a linear combination of continuous, complex functions of λ, with unknown coefficients. The aim is to provide approximations that are parsimonious in parameters and appropriate to the circumstances.

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en

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http://eprints.lse.ac.uk/1121/

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