Keywords: Orthonormal set, Bessel’s inequality, Parseval’s identity, Fourier Coefficients
Keywords: Orthonormal set, Bessel’s inequality, Parseval’s identity, Fourier Coefficients
Newy-West adjustment provides a consistent estimation given autocorrelation in samples. The origin of Newy-West adjustment is closely related to Generalized Method of Moments. This blog includes the motivations, the definition and some properties of Generalized methods of Moments.
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