IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v24y1987i1p19-30.html
   My bibliography  Save this article

Walsh spectral analysis of multiple dyadic stationary processes and its applications

Author

Listed:
  • Nagai, Takeaki
  • Taniguchi, Masanobu

Abstract

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.

Suggested Citation

  • Nagai, Takeaki & Taniguchi, Masanobu, 1987. "Walsh spectral analysis of multiple dyadic stationary processes and its applications," Stochastic Processes and their Applications, Elsevier, vol. 24(1), pages 19-30, February.
    • Handle: RePEc:eee:spapps:v:24:y:1987:i:1:p:19-30
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(87)90025-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Boudou, Alain, 2006. "Approximation of the principal components analysis of a stationary function," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 571-578, March.
    2. M. Taniguchi & L. Zhao & P. Krishnaiah & Z. Bai, 1989. "Statistical analysis of dyadic stationary processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(2), pages 205-225, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:24:y:1987:i:1:p:19-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.