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.
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