A new spectral model for binary or categorical-valued time series data

DOI10.1080/00949659708811832zbMath0872.62087OpenAlexW2078015645MaRDI QIDQ4345965

Hoonja Lee, Robert V. Foutz

Publication date: 28 July 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811832

zbMATH Keywords

frequency domainperiodic functionsperiodic trendscategorical-valued dataFourier analysis of time series datarectangular trendssequency domain

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• MULTIVARIATE WALSH-FOURIER ANALYSIS
• Walsh Spectral Analysis
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