On the spectral decomposition of stationary time series using walsh functions. I-Reference-Cited by-同舟云学术

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

Published:1980-03 Issue:1 Volume:12 Page:183-199
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Kohn R.

Abstract

The paper looks at the asymptotic properties of the finite Walsh–Fourier transform applied to a discrete-time stationary time series, and shows that in many ways we have analogous results to those obtained when using the finite trigonometric Fourier transform.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference12 articles.

1. Limit theorems for stationary and dyadic-stationary processes

2. Robinson G. S. (1972) Discrete Walsh and Fourier power spectra. Proc. Symp. Applications of Walsh Functions, Washington, D.C., 298–309.

3. Fourier-Stieltjes series of Walsh functions

4. Orthogonal Transforms for Digital Signal Processing

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