A note on deriving the discrete spectra of some continuous-time processes |
| |
| Authors: | T. D. Agbeyegbe |
| |
| Affiliation: | 1. Department of Economics Hunter College, City University of New York, 10021, New York, NY
2. Graduate Center, City University of New York, 10021, New York, NY
|
| |
| Abstract: | Using only expressions for trigonometric functions, a straightforward derivation of the discrete spectra for some continuous-time processes observed at points in time and as integrals over time are obtained. |
| |
| Keywords: | Continuous and Discrete Spectra Rational Spectrum ARMA process |
| 本文献已被 SpringerLink 等数据库收录！ |
|
