STATISTICAL-ANALYSIS OF DYADIC STATIONARY-PROCESSES

被引：2

作者：

TANIGUCHI, M ^{[1
]}

ZHAO, LC ^{[1
]}

KRISHNAIAH, PR ^{[1
]}

BAI, ZD ^{[1
]}

机构：

[1] UNIV PITTSBURGH,CTR MULTIVARIATE ANAL,PITTSBURGH,PA 15260

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1989年 / 41卷 / 02期

关键词：

D O I：

10.1007/BF00049392

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：205 / 225

页数：21

共 10 条

[1]

BEAUCHAMP KG, 1975, WALSH FUNCTIONS THEI

[2]

Brillinger D. R., 1975, TIME SERIES DATA ANA

[3] A CENTRAL LIMIT-THEOREM FOR STATIONARY-PROCESSES AND THE PARAMETER-ESTIMATION OF LINEAR-PROCESSES [J].

HOSOYA, Y ;

TANIGUCHI, M .

ANNALS OF STATISTICS, 1982, 10 (01) :132-153

[4] SPECTRAL DECOMPOSITION OF STATIONARY TIME-SERIES USING WALSH-FUNCTIONS .1. [J].

KOHN, R .

ADVANCES IN APPLIED PROBABILITY, 1980, 12 (01) :183-199

[5] WALSH SPECTRAL-ANALYSIS [J].

MORETTIN, PA .

SIAM REVIEW, 1981, 23 (03) :279-291

[6]

Morettin PA., 1974, STOCHASTIC PROCESS A, V2, P183

[7] WALSH SPECTRAL-ANALYSIS OF MULTIPLE DYADIC STATIONARY-PROCESSES AND ITS APPLICATIONS [J].

NAGAI, T ;

TANIGUCHI, M .

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1987, 24 (01) :19-30

[8]

Nagai T., 1977, B MATH STAT, V17, P65

[9]

Nagai T., 1980, B MATH STAT, V19, P45

[10]

Petrov VV, 1975, SUMS INDEPENDENT RAN

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