Walsh-function analysis of a certain class of time series
DOI10.1016/0304-4149(74)90026-XzbMATH Open0284.60030OpenAlexW2033413708WikidataQ126340603 ScholiaQ126340603MaRDI QIDQ1845265FDOQ1845265
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) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10)
Cites Work
Cited In (13)
- Walsh-function analysis of a certain class of time series
- A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES
- CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES
- Estimation of the spectrum and of the covariance function of a dyadic-stationary series
- GIBBS DERIVATIVES IN LINEAR SYSTEM THEORY
- Limit theorems for stationary and dyadic-stationary processes
- WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES
- Normalizing transformations of some statistics of Gaussian ARMA processes
- A characterization of nonhomogeneous dual and weak dual wavelet superframes for Walsh‐reducing subspace of L2(ℝ+,ℂL)$$ {L}^2\left({\mathbb{R}}_{+},{\mathbb{C}}^L\right) $$
- Statistical analysis of dyadic stationary processes
- Some limit theorems for Walsh-harmonizable dyadic stationary sequences
- Walsh spectral analysis of multiple dyadic stationary processes and its applications
- Analysis of dyadic stationary processes using the generalized Walsh functions
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