Walsh-function analysis of a certain class of time series
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Publication:1845265
DOI10.1016/0304-4149(74)90026-XzbMath0284.60030OpenAlexW2033413708WikidataQ126340603 ScholiaQ126340603MaRDI QIDQ1845265
Publication date: 1974
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(74)90026-x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (13)
CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES ⋮ Normalizing transformations of some statistics of Gaussian ARMA processes ⋮ Statistical analysis of dyadic stationary processes ⋮ WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES ⋮ A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES ⋮ Limit theorems for stationary and dyadic-stationary processes ⋮ Estimation of the spectrum and of the covariance function of a dyadic-stationary series ⋮ Walsh spectral analysis of multiple dyadic stationary processes and its applications ⋮ A characterization of nonhomogeneous dual and weak dual wavelet superframes for Walsh‐reducing subspace of L2(ℝ+,ℂL)$$ {L}^2\left({\mathbb{R}}_{+},{\mathbb{C}}^L\right) $$ ⋮ Walsh-function analysis of a certain class of time series ⋮ GIBBS DERIVATIVES IN LINEAR SYSTEM THEORY ⋮ Analysis of dyadic stationary processes using the generalized Walsh functions ⋮ Some limit theorems for Walsh-harmonizable dyadic stationary sequences
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