MULTIVARIATE WALSH‐FOURIER ANALYSIS
作者:
David S. Stoffer,
期刊:
Journal of Time Series Analysis
(WILEY Available online 1990)
卷期:
Volume 11,
issue 1
页码: 57-73
ISSN:0143-9782
年代: 1990
DOI:10.1111/j.1467-9892.1990.tb00042.x
出版商: Blackwell Publishing Ltd
关键词: Multivariate time series;Walsh spectral analysis;Walsh‐Fourier crossspectra;Walsh‐Fourier coherency;sequency domain;neonatal EEG sleep patterns
数据来源: WILEY
摘要:
Abstract.In this paper we establish a statistical methodology for the spectral analysis of stationary multivariate time series via the Walsh‐Fourier transform. Theoretical results pertaining to the definition and estimation of the Walsh‐Fourier spectral matrix and functions of that matrix including cross‐spectra, coherency and phase are given. An example of the statistical techniques developed in this paper is given; in particular, the methodologies are applied to neonatal sleep data collected from a study of the effect of maternal substance use during preg
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