A Time-Varying Autoregressive Model for Characterizing Nonstationary Processes
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DOI: 10.1109/lsp.2018.2880086
Abstract: This letter presents a time-varying autoregressive (TVAR) model aiming to characterize nonstationary behaviors often observed in real-world processes, which cannot be properly described by autoregressive processes such as first-order Markov and random-walk models. Specifically, general… read more here.
Keywords: varying autoregressive; autoregressive model; tvar model; model ... See more keywords