Spectrum-based comparison of stationary multivariate time series (Q607626)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectrum-based comparison of stationary multivariate time series |
scientific article |
Statements
Spectrum-based comparison of stationary multivariate time series (English)
0 references
22 November 2010
0 references
hierarchical clustering
0 references
likelihood ratio
0 references
periodogram matrix
0 references
quasi-distance
0 references
spectral density matrix
0 references