Oversampling of stochastic processes
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References listed on IDEAS
- Proietti, Tommaso, 2008. "Band spectral estimation for signal extraction," Economic Modelling, Elsevier, vol. 25(1), pages 54-69, January.
- Adrian Pagan, 1997. "Towards an Understanding of Some Business Cycle Characteristics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 30(1), pages 1-15.
More about this item
KeywordsStochastic Differential Equations; Band-Limited Stochastic Processes; Oversampling;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-04 (All new papers)
- NEP-ECM-2010-06-04 (Econometrics)
- NEP-ETS-2010-06-04 (Econometric Time Series)
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