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

Published online by Cambridge University Press:  01 July 2016

R. Kohn
R. Kohn*
Affiliation:
University of New South Wales
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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.

Keywords

CENTRAL LIMIT THEOREMPERIODOGRAMSPECTRAL DENSITYSTATIONARY TIME SERIESWALSH TRANSFORMWALSH FUNCTIONS
Type
Research Article
Information
Advances in Applied Probability , Volume 12 , Issue 1 , March 1980 , pp. 183 - 199
Copyright
Copyright © Applied Probability Trust 1980 

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References

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