Frequency domain

Time series analysis in frequency domain has always been an active area of research. Theorists often employ techniques in frequency domain to advance current understanding on complex time series properties and develop useful toolboxes for practical time series analysis. This chapter reviews several...

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Veröffentlicht in:	Macroeconomic forecasting in the era of big data
1. Verfasser:	Chan, Felix (VerfasserIn)
Weitere Verfasser:	Reale, Marco (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2020
Schlagworte:	Aufsatz im Buch
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Robust methods for high-dimensional regression and covariance matrix estimation	2020	Avella-Medina, Marco
Frequency domain	2020	Chan, Felix
Sources and types of big data for macroeconomic forecasting	2020	Garboden, Philip M. E.
Volatility forecasting in a data rich environment	2020	Bernardi, Mauro
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Frequentist averaging	2020	Chan, Felix
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Factor augmented vector autoregressions, panel VARs, and global VARs	2020	Feldkircher, Martin
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