Discrimination of Time Series by Parametric Filtering

DOI10.2307/2291406MaRDI QIDQ3128671zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li

Publication date 6 October 1997

Full work available at URL https://doi.org/10.2307/2291406

zbMATH Keywords

characterizationdiagnosticfilter bankfirst-order autocorrelationmixed spectraparametric filteringsignal processingtime series discrimination

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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(9)

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• Bartlett-type formulas for complex multivariate time series of mixed spectra
• On smoothness measurement for weakly stationary processes
• A correlation-spectral identification method for quasi-stationary time processes
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• Time Series Characterization, Poisson Integral, and Robust Divergence Measures
• Parametric spectral discrimination
• Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings
• From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation

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