Abstract
In the frequency domain discussed in the previous chapter, a spectral approximation is used for an arbitrary second-order stationary time series ..., y -1, y 0, y 1,.... In the traditional approach, the variance components in the spectral approximation will be nonzero, thus there is little chance of developing a parsimonious model. (The model with measurement error is more promising in this regard.)
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© 2001 Springer Science+Business Media New York
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Christensen, R. (2001). Time Domain Analysis. In: Advanced Linear Modeling. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3847-6_5
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DOI: https://doi.org/10.1007/978-1-4757-3847-6_5
Publisher Name: Springer, New York, NY
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