Browsing by Author "Moysiadis, Theodoros"

Now showing items 1-2 of 2

    • Article  

      On binary and categorical time series models with feedback 

      Moysiadis, Theodoros; Fokianos, Konstantinos (2014)
      We study the problem of ergodicity, stationarity and maximum likelihood estimation for multinomial logistic models that include a latent process. Our work includes various models that have been proposed for the analysis ...
    • Article  

      On Locally Dyadic Stationary Processes 

      Moysiadis, Theodoros; Fokianos, Konstantinos (2017)
      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 ...