• Article  

      An improved divergence information criterion for the determination of the order of an ar process 

      Mantalos, Panagiotis; Mattheou, K.; Karagrigoriou, Alex (2010)
      In this article we propose a modification of the recently introduced divergence information criterion (DIC, Mattheou et al., 2009) for the determination of the order of an autoregressive process and show that it is an ...
    • 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 ...