Walsh spectral analysis of multiple dyadic stationary processes and its applications

Takeaki Nagai, Masanobu Taniguchi

研究成果: Article

3 引用 (Scopus)

抜粋

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.

元の言語English
ページ(範囲)19-30
ページ数12
ジャーナルStochastic Processes and their Applications
24
発行部数1
DOI
出版物ステータスPublished - 1987 2
外部発表Yes

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

フィンガープリント Walsh spectral analysis of multiple dyadic stationary processes and its applications' の研究トピックを掘り下げます。これらはともに一意のフィンガープリントを構成します。

  • これを引用