CENTRAL LIMIT THEOREMS FOR FINITE WALSH‐FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES

David S. Stoffer

Journal of Time Series Analysis, 1985, vol. 6, issue 4, 261-267

Abstract: Abstract. In this paper we utilize martingale theorems to obtain central limit theorems for the finite Walsh‐Fourier transforms of various second‐order stationary processes.

Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:6:y:1985:i:4:p:261-267

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