Hello Rick,
thank you very much for taking the time to illustrate the details of the regression-based time filtering, it was a very clear and useful explanation. Just out of curiosity, is the bandpass filtering option in the InstaCorr GUI implemented as a regression as well? There is no censoring option there, which, if I understood correctly, is one of the main reasons for regression-based filtering.
I don't really know by which numerical method Fourier filtering is commonly implemented, but perhaps you are implying that even if it's *not* regression-based, its costs are somehow equivalent to a large loss of degrees of freedom anyway?
thanks again
giuseppe