Unformatted text preview: (c) Suppose that you had to estimate f X ( ϖ ). How would you construct your estimator? What problems would arise if X t is nonstationary? 2. Give the definition of a periodic function and its period. For the trigonometric function A sin ϖ x carefully define: its period, angular frequency, amplitude, and phase. 3. Write down a Fourier series representation of the function f(x) which has period p. Please describe the influence of each of the first four terms and intuitively explain why your representation defines a function with period p....
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 Fall '08
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 Economics, Fourier Series, Wavelength, Periodic function, Department of Economics, D. Steigerwald, random variable Xt

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