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Allan,
On Fri, 22 Feb 2002 15:31:48 -0800 (PST), you wrote:
>one thing to remember, is that the fourier theory, sampling theorem
>etc. are not valid on stock price data.
Imho, you are simply wrong here. As a basic theorem for discreet time
series, Fourier's sampling theorem of course is valid also for stock
price data in the sense of a _necessary_ (not sufficient) condition,
because it _is_ a piece of essence for all discreet (time) series.
>Most of those theorems make
>fairly strong assumptions regarding the underlying function and metric.
Can you please list some of these assumptions for Fourier's sampling
theorem, that might not be fulfilled for discreet stock price data ?
mfg rudolf stricker
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