Walsh Fourier Transform of Locally Stationary Time Series

DOI10.1111/jtsa.12509zbMath1444.62106OpenAlexW2981939386MaRDI QIDQ5111847

Ngai Hang Chan, Zhelin Huang

Publication date: 27 May 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12509

zbMATH Keywords

Walsh-Fourier transformclassification methoddyadic stationary processlocally dyadic stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stationary stochastic processes (60G10) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)

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