On the spectral decomposition of stationary time series using walsh functions. II
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Publication:3894832
DOI10.2307/1426606zbMath0448.62075OpenAlexW4246443803MaRDI QIDQ3894832
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Publication date: 1980
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426606
Walsh functionscentral limit theoremspectral decompositionmultivariate time seriesstationary time seriesasymptotic properties of estimatorsWalsh-Fourier spectral density
Inference from stochastic processes and spectral analysis (62M15) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)
Related Items (7)
CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES ⋮ Walsh Fourier Transform of Locally Stationary Time Series ⋮ WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES ⋮ A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES ⋮ On estimation of the walsh-fourier spectral density of two dimensional strictly homogeneous random fields ⋮ MULTIVARIATE WALSH-FOURIER ANALYSIS ⋮ Testing discrete-valued time series for whiteness
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