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On Locally Dyadic Stationary Processes

dc.contributor.authorMoysiadis, Theodorosen
dc.contributor.authorFokianos, Konstantinosen
dc.creatorMoysiadis, Theodorosen
dc.creatorFokianos, Konstantinosen
dc.date.accessioned2019-12-02T10:37:04Z
dc.date.available2019-12-02T10:37:04Z
dc.date.issued2017
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/57312
dc.description.abstractWe 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.sourceIEEE Transactions on Information Theoryen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85028983836&doi=10.1109%2fTIT.2016.2631143&partnerID=40&md5=5979068545b49fa13c65f1937033c8a4
dc.subjectStationary processen
dc.subjectFourier seriesen
dc.subjectspectral densityen
dc.subjectFourier analysisen
dc.subjectTime series analysisen
dc.subjectAuto regressive processen
dc.subjectAutoregressive , moving averagesen
dc.subjectDyadic stationarityen
dc.subjectlocal stationarityen
dc.subjectMoving averagesen
dc.subjectNon-stationary time seriesen
dc.subjectstationarityen
dc.subjectWalsh functionen
dc.subjectWalsh functionsen
dc.subjectWalsh transformsen
dc.subjectWalsh-Fourier analysisen
dc.titleOn Locally Dyadic Stationary Processesen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1109/TIT.2016.2631143
dc.description.volume63
dc.description.issue8
dc.description.startingpage4829
dc.description.endingpage4837
dc.author.facultyΣχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.departmentΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtypeArticleen
dc.source.abbreviationIEEE Trans.Inf.Theoryen
dc.contributor.orcidFokianos, Konstantinos [0000-0002-0051-711X]
dc.contributor.orcidMoysiadis, Theodoros [0000-0003-1673-196X]
dc.gnosis.orcid0000-0002-0051-711X
dc.gnosis.orcid0000-0003-1673-196X


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