On Locally Dyadic Stationary Processes
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DOI: 10.1109/tit.2016.2631143
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… read more here.
Keywords: varying dyadic; time varying; time; dyadic stationary ... See more keywords