Statistical analysis of dyadic stationary processes

DOI10.1007/BF00049392zbMath0703.62092MaRDI QIDQ916290

Elsie Sterbin Gottlieb

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

quasi-maximum likelihood estimatorstrong consistencyinformation criterionlikelihood ratio criterionconsistent order estimatelinear restrictionmultiple dyadic stationary processorder determination criterionWalsh spectral density matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• A central limit theorem for stationary processes and the parameter estimation of linear processes
• Walsh spectral analysis of multiple dyadic stationary processes and its applications
• Walsh-function analysis of a certain class of time series
• On the spectral decomposition of stationary time series using walsh functions. I
• Walsh Spectral Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Statistical analysis of dyadic stationary processes