On the spectral decomposition of stationary time series using walsh functions. I

DOI10.2307/1426501zbMath0441.62082OpenAlexW2320196906MaRDI QIDQ3883350

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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/10.2307/1426501

zbMATH Keywords

Walsh functionsperiodogramspectral densityspectral decomposition of stationary time seriesWalsh- Fourier-transformWalsh-Fourier central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)

Related Items (11)

CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES ⋮ Seasonal time series forecasting by the Walsh-transformation based technique ⋮ Normalizing transformations of some statistics of Gaussian ARMA processes ⋮ Statistical analysis of dyadic stationary processes ⋮ WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES ⋮ A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES ⋮ 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 ⋮ MULTIVARIATE WALSH-FOURIER ANALYSIS ⋮ Testing discrete-valued time series for whiteness ⋮ Some limit theorems for Walsh-harmonizable dyadic stationary sequences

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