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

1 June 1980

journal article
research article
Published by Cambridge University Press (CUP) in Advances in Applied Probability

Vol. 12 (02) , 462-474
https://doi.org/10.1017/s0001867800050266

Abstract

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).

Keywords

CENTRAL LIMIT THEOREM
ESTIMATION
MULTIVARIATE TIME SERIES
WALSH-FOURIER SPECTRAL DENSITY

This publication has 1 reference indexed in Scilit:

On the spectral decomposition of stationary time series using walsh functions. I
Advances in Applied Probability, 1980