Discrimination measures for fractional integrated models based on wavelets

DOI10.1080/03610918.2014.980514MaRDI QIDQ2828727zbMATH OpenOpenAlexFDO

Authors Behzad Mansouri, Mitra Abasnezhad

Publication date 26 October 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.980514

zbMATH Keywords

discrimination of time seriesfractional integrated modelKullback-Leibler and Chernoff discrimination measureswavelet

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical methods for wavelets (65T60)

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Cites work

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• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
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• On Information and Sufficiency
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Cited in

(3)

• Time series discrimination using likelihood function of discrete wavelet coefficients
• Wavelet analysis of uniformly time-modulated processes
• Asymptotic information measures discrimination of non-stationary time series based on wavelet domain

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