Disoominkfrcn between gaussian time series based on their spectral differences

DOI10.1080/03610929208830923zbMath0800.62527OpenAlexW2093705029MaRDI QIDQ4202676

G. R. Dargahi-Noubary

Publication date: 12 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830923

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples ⋮ Unsupervised classification of eclipsing binary light curves throughk-medoids clustering ⋮ BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER ⋮ A computational technique to classify several fractional Brownian motion processes ⋮ Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach ⋮ Discrimination of AR, MA and ARMA time series models ⋮ A periodogram-based metric for time series classification ⋮ A new method to compare the spectral densities of two independent periodically correlated time series ⋮ Tests for comparing time series of unequal lengths ⋮ Testing the difference between two independent time series models ⋮ Comparison of Times Series with Unequal Length in the Frequency Domain ⋮ Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings ⋮ Classification of Gaussian random processes using a simple linear discriminant and its application to seismic differentiation

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