WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES

DOI10.1111/j.1467-9892.1987.tb00008.xzbMath0656.62101OpenAlexW2142005015MaRDI QIDQ3804046

David S. Stoffer

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

zbMATH Keywords

Markov chainsWalsh-Fourier transformregressionstationary time seriesWalsh-Fourier analysisanalysis of powerdiscrete-valued time seriesdiscrete signal-plus-noise modelsWalsh-Fourier spectrum

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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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