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The Band Pass Filter

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NBER1999-07-01 更新2025-01-04 收录
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The `ideal' band pass filter can be used to isolate the component of a time series that lies within a particular band of frequencies. However, applying this filter requires a dataset of infinite length. In practice, some sort of approximation is needed. Using projections, we derive approximations

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1999-07-01
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