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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)… Click to show full 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.
Keywords:
varying dyadic;
time varying;
time;
dyadic stationary;
stationary processes;
locally dyadic
Journal Title: IEEE Transactions on Information Theory
Year Published: 2017
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Journal Title: IEEE Transactions on Information Theory
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!