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CENTRAL LIMIT THEOREMS FOR FINITE WALSH‐FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES
Author(s) -
Stoffer David S.
Publication year - 1985
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1985.tb00414.x
Subject(s) - mathematics , fourier series , series (stratigraphy) , limit (mathematics) , fourier transform , mathematical analysis , central limit theorem , pure mathematics , statistics , paleontology , biology
. In this paper we utilize martingale theorems to obtain central limit theorems for the finite Walsh‐Fourier transforms of various second‐order stationary processes.