FEJER KERNEL PDF

For the Dirichlet kernel this is not the case: the sequence may fail to converge to even pointwise. Convolution with yields. The trigonometric polynomial is in blue, the original function in red:. The polynomial is. The performance of is comparable to that of.

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Francis X. Rudebusch, Breidt, F. Cheung, Yin-Wong, Chambers, Marcus J, Chambers, MJ, Cardosc Neto, Deo, Rohit S. Brewer, K. Khan, M. Leonardo Rocha Souza, Souza, Leonardo Rocha, Nielsen, You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fgv:epgewp See general information about how to correct material in RePEc.

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Please note that corrections may take a couple of weeks to filter through the various RePEc services. Economic literature: papers , articles , software , chapters , books. FRED data. The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes.

Registered: Leonardo Rocha Souza. This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour.

The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. Handle: RePEc:fgv:epgewp as. Corrections All material on this site has been provided by the respective publishers and authors.

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