On Locally Dyadic Stationary Processes
Date
2017Source
IEEE Transactions on Information TheoryVolume
63Issue
8Pages
4829-4837Google Scholar check
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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 the general tvDARMA process can be approximated locally by either a time-varying dyadic moving average and a time-varying dyadic autoregressive processes. © 1963-2012 IEEE.