dc.contributor.author | Moysiadis, Theodoros | en |
dc.contributor.author | Fokianos, Konstantinos | en |
dc.creator | Moysiadis, Theodoros | en |
dc.creator | Fokianos, Konstantinos | en |
dc.date.accessioned | 2019-12-02T10:37:04Z | |
dc.date.available | 2019-12-02T10:37:04Z | |
dc.date.issued | 2017 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57312 | |
dc.description.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 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. | en |
dc.source | IEEE Transactions on Information Theory | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85028983836&doi=10.1109%2fTIT.2016.2631143&partnerID=40&md5=5979068545b49fa13c65f1937033c8a4 | |
dc.subject | Stationary process | en |
dc.subject | Fourier series | en |
dc.subject | spectral density | en |
dc.subject | Fourier analysis | en |
dc.subject | Time series analysis | en |
dc.subject | Auto regressive process | en |
dc.subject | Autoregressive , moving averages | en |
dc.subject | Dyadic stationarity | en |
dc.subject | local stationarity | en |
dc.subject | Moving averages | en |
dc.subject | Non-stationary time series | en |
dc.subject | stationarity | en |
dc.subject | Walsh function | en |
dc.subject | Walsh functions | en |
dc.subject | Walsh transforms | en |
dc.subject | Walsh-Fourier analysis | en |
dc.title | On Locally Dyadic Stationary Processes | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1109/TIT.2016.2631143 | |
dc.description.volume | 63 | |
dc.description.issue | 8 | |
dc.description.startingpage | 4829 | |
dc.description.endingpage | 4837 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.source.abbreviation | IEEE Trans.Inf.Theory | en |
dc.contributor.orcid | Fokianos, Konstantinos [0000-0002-0051-711X] | |
dc.contributor.orcid | Moysiadis, Theodoros [0000-0003-1673-196X] | |
dc.gnosis.orcid | 0000-0002-0051-711X | |
dc.gnosis.orcid | 0000-0003-1673-196X | |