WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES
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Publication:3804046
DOI10.1111/J.1467-9892.1987.TB00008.XzbMath0656.62101OpenAlexW2142005015MaRDI QIDQ3804046
Publication date: 1987
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00008.x
Markov chainsWalsh-Fourier transformregressionstationary time seriesWalsh-Fourier analysisanalysis of powerdiscrete-valued time seriesdiscrete signal-plus-noise modelsWalsh-Fourier spectrum
Related Items (7)
Time series modeling and forecasting by mathematical programming ⋮ Seasonal time series forecasting by the Walsh-transformation based technique ⋮ The spectral envelope and its applications. ⋮ Statistical analysis of neuromuscular blockade response: contributions to an automatic controller calibration ⋮ On estimation of the walsh-fourier spectral density of two dimensional strictly homogeneous random fields ⋮ Auto-association measures for stationary time series of categorical data ⋮ Testing discrete-valued time series for whiteness
Cites Work
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- Walsh-function analysis of a certain class of time series
- Alternative Models for the Analysis of Variance
- Moving-average models with bivariate exponential and geometric distributions
- On the spectral decomposition of stationary time series using walsh functions. I
- On the spectral decomposition of stationary time series using walsh functions. II
- Walsh Spectral Analysis
- Some Classification Procedures for Multivariate Binary Data Using Orthogonal Functions
- Limit theorems for stationary and dyadic-stationary processes
- Martingale Central Limit Theorems
- Central limit theorems for time series regression
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