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Variable equals - PowerPoint PPT Presentation

MF-852 Financial Econometrics

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Fourier series of function with arbitrary period p=2L

Fourier series of function with arbitrary period p=2L. Instead of a period of 2 ?, many functions have an arbitrary period, say a period of 2L. In order to convert the Fourier series defined earlier for these functions, a change of variable is needed:

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Variable equals - PowerPoint PPT Presentation

MF-852 Financial Econometrics

Fourier series of function with arbitrary period p=2L