| Abstract: | 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 pregnancy. |
