On Locally Dyadic Stationary Processes

Moysiadis, T. and Fokianos, K. (2017) On Locally Dyadic Stationary Processes. IEEE Transactions on Information Theory, 63 (8). pp. 4829-4837. ISSN 0018-9448

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Abstract

We introduce the concept of local dyadic stationarity, to account for nonstationary time series, within the framework of Walsh-Fourier analysis. We define and study time-varying, dyadic, autoregressive, moving average (tvDARMA) models. It is proven that the general tvDARMA process can be approximated locally by either a time-varying dyadic moving average and a time-varying dyadic autoregressive processes.

Item Type:
Journal Article
Journal or Publication Title:
IEEE Transactions on Information Theory
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700/1706
Subjects:
ID Code:
127721
Deposited By:
Deposited On:
26 Sep 2018 10:40
Refereed?:
Yes
Published?:
Published
Last Modified:
05 Aug 2020 06:42