Statistical analysis of dyadic stationary processes
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DOI: 10.1007/BF00049392
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References listed on IDEAS
- Morettin, P. A., 1974. "Walsh-function analysis of a certain class of time series," Stochastic Processes and their Applications, Elsevier, vol. 2(2), pages 183-193, April.
- 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.
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Cited by:
- Kenji Sakiyama & Masanobu Taniguchi, 2003. "Testing Composite Hypotheses for Locally Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 483-504, July.
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Keywords
Dyadic stationary process; information criterion; likelihood ratio criterion; quasi-maximum likelihood estimator; Walsh spectral density;All these keywords.
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