On Locally Dyadic Stationary Processes
classification
🧮 math.ST
stat.TH
keywords
dyadiclocallyprocesstimetvdarmaaccountanalysisapproximated
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We introduce the concept of local dyadic stationarity, to account for non-stationary time series, within the framework of Walsh-Fourier analysis. We define and study the time varying dyadic ARMA models (tvDARMA). It is proven that the general tvDARMA process can be approximated locally by either a tvDMA and a tvDAR process.
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