A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES
作者:
Pedro A. Morettin,
期刊:
Journal of Time Series Analysis
(WILEY Available online 1983)
卷期:
Volume 4,
issue 1
页码: 49-52
ISSN:0143-9782
年代: 1983
DOI:10.1111/j.1467-9892.1983.tb00356.x
出版商: Blackwell Publishing Ltd
关键词: Central limit theorem;finite Walsh‐Fourier transform;Walsh‐Fourier spectrum
数据来源: WILEY
摘要:
Abstract.In this paper we prove a central limit theorem for the finite Walsh‐Fourier transform of a stationary sequence under a mixing condition, involving higher order cumulants of the proces
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