An application of Walsh Fourier analysis to weakly stationary processes (Q1271939)
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English | An application of Walsh Fourier analysis to weakly stationary processes |
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An application of Walsh Fourier analysis to weakly stationary processes (English)
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22 November 1998
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The author studies weakly stationary processes by using Walsh-Fourier analysis. Also, the exact relation between weakly, stationary processes and orthogonal measures is shown, which is further used to characterize Brownian motions.
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stationary processes
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Walsh function
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