论文信息 - On the spectral decomposition of stationary time series using walsh functions. II

On the spectral decomposition of stationary time series using walsh functions. II

The paper derives the asymptotic properties of a class of estimators of the Walsh–Fourier spectral density of a stationary time series. The spectral density is defined in Kohn (1980).

R. Kohn | R. Kohn

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