Spectral Analysis
In this section, we gathered a set of technical notes on topics related to time series filtering and spectral analysis, such as Fourier transform (FFT/DFT), convolution, periodogram, Hodrick-prescok filter, Baxter-King filter, etc.
In this section, we gathered a set of technical notes on topics related to time series filtering and spectral analysis, such as Fourier transform (FFT/DFT), convolution, periodogram, Hodrick-prescok filter, Baxter-King filter, etc.