Browsing by Subject "Auto regressive process"
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Article
An improved divergence information criterion for the determination of the order of an ar process
(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 ...
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Article
On Locally Dyadic Stationary Processes
(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 ...