Statistical Analysis of Dyadic Stationary Processes.

Abstract

There has been much discussion of Walsh spectral analysis for dyadic stationary processes. Morettin investigated some asymptotic properties of the finite Walsh transforms of dyadic stationary processes. Nagai gave the spectral respresentations for dyadic stationary processes. If we consider finite dyadic linear models then the greatest differences between dyadic stationary processes and ordinary stationary ones appear. Nagai and Nagai and Taniguchi established that a dyadic autoregressive and moving average process of finite order and also as a dyadic moving average process of finite order. Nagai and Taniguchi discussed the principal component analysis of a multiple dyadic process, and also the canonical correlation analysis. Morgettin gave a convenient survey for Walsh spectral analysis. This paper considers a multiple dyadic stationary process with a Walsh spectral density matrix.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1987
Accession Number
ADA193057

Entities

People

  • L. C. Zhao
  • M. Taniguchi
  • Paruchuri R. Krishnaiah
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Data Science
  • Estimators
  • Governments
  • Information Science
  • Military Research
  • Multivariate Analysis
  • Probability
  • Scientific Research
  • Stationary
  • Stationary Processes
  • Statistical Algorithms
  • Statistical Analysis
  • Stochastic Processes
  • Surveys
  • Two Dimensional
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Image Processing and Computer Vision.
  • Mathematical Modeling and Probability Theory.