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RBA Annual Conference – 2017
Equation
P
C
o
h
x
(
ω
)
=
1
(
M
−
1
)
M
∑
a
≠
b
|
f
x
a
x
b
(
ω
)
|
f
x
a
x
b
(
ω
)
=
S
x
a
x
b
(
ω
)
σ
x
a
σ
x
b
=
1
2
π
∑
k
=
−
∞
∞
Cov
[
x
a
,
t
,
x
b
,
t
+
k
]
σ
x
a
σ
x
b
e
−
i
k
ω
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacaWGqbGaam4qaiaad+gacaWGObWaaSbaaSqaaiaadIhaaeqaaOWaaeWaaeaacqaHjpWDaiaawIcacaGLPaaacqGH9aqpdaWcaaqaaiaaigdaaeaadaqadaqaaiaad2eacqGHsislcaaIXaaacaGLOaGaayzkaaGaamytaaaadaaeqbqaamaaemaabaGaamOzamaaBaaaleaacaWG4bWaaSbaaWqaaiaadggaaeqaaSGaamiEamaaBaaameaacaWGIbaabeaaaSqabaGcdaqadaqaaiabeM8a3bGaayjkaiaawMcaaaGaay5bSlaawIa7aaWcbaGaamyyaiabgcMi5kaadkgaaeqaniabggHiLdaakeaacaWGMbWaaSbaaSqaaiaadIhadaWgaaadbaGaamyyaaqabaWccaWG4bWaaSbaaWqaaiaadkgaaeqaaaWcbeaakmaabmaabaGaeqyYdChacaGLOaGaayzkaaGaeyypa0ZaaSaaaeaacaWGtbWaaSbaaSqaaiaadIhadaWgaaadbaGaamyyaaqabaWccaWG4bWaaSbaaWqaaiaadkgaaeqaaaWcbeaakmaabmaabaGaeqyYdChacaGLOaGaayzkaaaabaGaeq4Wdm3aaSbaaSqaaiaadIhadaWgaaadbaGaamyyaaqabaaaleqaaOGaeq4Wdm3aaSbaaSqaaiaadIhadaWgaaadbaGaamOyaaqabaaaleqaaaaakiabg2da9maalaaabaGaaGymaaqaaiaaikdacqaHapaCaaWaaabCaeaadaWcaaqaaiaadoeacaWGVbGaamODamaadmaabaGaamiEamaaBaaaleaacaWGHbGaaiilaiaadshaaeqaaOGaaiilaiaadIhadaWgaaWcbaGaamOyaiaacYcacaWG0bGaey4kaSIaam4AaaqabaaakiaawUfacaGLDbaaaeaacqaHdpWCdaWgaaWcbaGaamiEamaaBaaameaacaWGHbaabeaaaSqabaGccqaHdpWCdaWgaaWcbaGaamiEamaaBaaameaacaWGIbaabeaaaSqabaaaaOGaamyzamaaCaaaleqabaGaeyOeI0IaamyAaiaadUgacqaHjpWDaaaabaGaam4Aaiabg2da9iabgkHiTiabg6HiLcqaaiabg6HiLcqdcqGHris5aaaaaa@999F@