Estimation of the spectrum and of the covariance function of a dyadic-stationary series

DOI10.1007/BF02584668zbMath0415.62072MaRDI QIDQ3051280

Pedro Alberto Morettin

Publication date: 1978

Published in: Boletim da Sociedade Brasileira de Matemática (Search for Journal in Brave)

zbMATH Keywords

estimationWalsh spectrumasymptotic chi-square distributionasymptotically unbiaseddyadic-stationary processesWalsh periodogram

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Some limit theorems for Walsh-harmonizable dyadic stationary sequences

Cites Work

• Walsh-function analysis of a certain class of time series
• Estimation of the Walsh spectrum (Corresp.)
• On the Walsh Functions
• Unnamed Item
• Unnamed Item

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