Walsh spectral analysis of multiple dyadic stationary processes and its applications

DOI10.1016/0304-4149(87)90025-1zbMath0615.60049OpenAlexW1975599693MaRDI QIDQ1820507

Masanobu Taniguchi, Takeaki Nagai

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90025-1

zbMATH Keywords

canonical correlation analysismoving average processdyadic stationary processesdyadic autoregressive processprincipal component processWalsh spectral analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Special processes (60K99) Inference from stochastic processes (62M99) Stochastic processes (60G99)

Related Items (3)

Normalizing transformations of some statistics of Gaussian ARMA processes ⋮ Statistical analysis of dyadic stationary processes ⋮ Approximation of the principal components analysis of a stationary function

Cites Work

• Walsh-function analysis of a certain class of time series
• Walsh Spectral Analysis
• An Optimal Property of Principal Components
• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
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