On the spectral decomposition of stationary time series using walsh functions. I
- 1 March 1980
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 12 (1) , 183-199
- https://doi.org/10.2307/1426501
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
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