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

1980 ◽  
Vol 12 (1) ◽  
pp. 183-199 ◽  
Author(s):  
R. Kohn
Keyword(s):  
Time Series ◽  
Fourier Transform ◽  
Discrete Time ◽  
Spectral Decomposition ◽  
Asymptotic Properties ◽  
Stationary Time Series ◽  
Walsh Functions ◽  
Stationary Time

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.

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

1980 ◽  
Vol 12 (01) ◽  
pp. 183-199 ◽  
Author(s):  
R. Kohn
Keyword(s):  
Time Series ◽  
Fourier Transform ◽  
Discrete Time ◽  
Spectral Decomposition ◽  
Asymptotic Properties ◽  
Stationary Time Series ◽  
Walsh Functions ◽  
Stationary Time

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.

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

1980 ◽  
Vol 12 (02) ◽  
pp. 462-474 ◽  
Author(s):  
R. Kohn
Keyword(s):  
Time Series ◽  
Spectral Density ◽  
Spectral Decomposition ◽  
Asymptotic Properties ◽  
Stationary Time Series ◽  
Walsh Functions ◽  
Stationary Time ◽  
Class Of Estimators

The paper derives the asymptotic properties of a class of estimators of the Walsh–Fourier spectral density of a stationary time series. The spectral density is defined in Kohn (1980).

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

1980 ◽  
Vol 12 (2) ◽  
pp. 462-474 ◽  
Author(s):  
R. Kohn
Keyword(s):  
Time Series ◽  
Spectral Density ◽  
Spectral Decomposition ◽  
Asymptotic Properties ◽  
Stationary Time Series ◽  
Walsh Functions ◽  
Stationary Time ◽  
Class Of Estimators

The paper derives the asymptotic properties of a class of estimators of the Walsh–Fourier spectral density of a stationary time series. The spectral density is defined in Kohn (1980).

Asymptotic properties of certain functionals of the periodogram

1974 ◽  
Vol 11 (3) ◽  
pp. 578-581
Author(s):  
Herbert T. Davis
Keyword(s):  
Time Series ◽  
Asymptotic Distribution ◽  
Gaussian Processes ◽  
Asymptotic Properties ◽  
Innovation Process ◽  
Triangular Array ◽  
Stationary Time Series ◽  
Riemann Sums ◽  
Stationary Time ◽  
Fundamental Frequencies

The asymptotic properties of the periodogram of a weakly stationary time series for the triangular array of fundamental frequencies is studied. For linear Gaussian processes, results are obtained relating the asymptotic distribution of certain Riemann sums of the periodogram of the process to those of the periodogram of the innovation process.

Asymptotic properties of certain functionals of the periodogram

1974 ◽  
Vol 11 (03) ◽  
pp. 578-581
Author(s):  
Herbert T. Davis
Keyword(s):  
Time Series ◽  
Asymptotic Distribution ◽  
Gaussian Processes ◽  
Asymptotic Properties ◽  
Innovation Process ◽  
Triangular Array ◽  
Stationary Time Series ◽  
Riemann Sums ◽  
Stationary Time ◽  
Fundamental Frequencies

The asymptotic properties of the periodogram of a weakly stationary time series for the triangular array of fundamental frequencies is studied. For linear Gaussian processes, results are obtained relating the asymptotic distribution of certain Riemann sums of the periodogram of the process to those of the periodogram of the innovation process.

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