Walsh spectral analysis of multiple dyadic stationary processes and its applications

Takeaki Nagai, Masanobu Taniguchi

Research output: Contribution to journalArticle

3 Citations (Scopus)


In this paper, we investigate some properties of multiple dyadic stationary processes from the viewpoint of their Walsh spectral analysis. It is shown that under certain conditions a dyadic autoregressive and moving average process of finite order is expressed as a dyadic autoregressive process of finite order and also as a dyadic moving average process of finite order. We can see that the principal component process of such a dyadic stationary process has a simple finite structure in the sense that a dyadic filter which generates the principal component process has only one-side finite lags.

Original languageEnglish
Pages (from-to)19-30
Number of pages12
JournalStochastic Processes and their Applications
Issue number1
Publication statusPublished - 1987 Feb



  • Walsh spectral analysis
  • canonical correlation analysis
  • dyadic stationary process
  • finite parametric spectral model
  • principal component analysis

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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