Analysis of average value of a Fourier series using z-transform: comparison with Hodrick-Prescott filter

This paper develops a method of analyzing average value of a complex-valued function that can be represented as a Fourier series satisfying a few realistic restrictions. This method may be useful when Discrete Fourier transform is highly inefficient, and comparison with Hodrick-Prescott filter is made.

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Year of publication:	2016-06-01
Authors:	Minskya, Ksovim

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Minskya, Ksovim (2016): Analysis of average value of a Fourier series using z-transform: comparison with Hodrick-Prescott filter.
Classification:	C19 - Econometric and Statistical Methods: General. Other ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C59 - Econometric Modeling. Other ; C69 - Mathematical Methods and Programming. Other ; E32 - Business Fluctuations; Cycles
Source:	BASE

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015252095