Accession Number:

ADA193057

Title:

Statistical Analysis of Dyadic Stationary Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

• Taniguchi, M.
• Zhao, L. C.
• Krishnaiah, P. R.
• Bai, Z. D.

Report Date:

1987-09-01

Pagination or Media Count:

32.0

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.

Descriptors:

• *STOCHASTIC PROCESSES
• ASYMPTOTIC SERIES
• WALSH TRANSFORMATION
• STATIONARY
• CORRELATION
• LINEARITY
• MATHEMATICAL MODELS
• STATISTICAL PROCESSES
• SPECTRUM ANALYSIS
• MULTIVARIATE ANALYSIS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE