Spectrum-based comparison of stationary multivariate time series (Q607626)
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scientific article; zbMATH DE number 5818142
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| English | Spectrum-based comparison of stationary multivariate time series |
scientific article; zbMATH DE number 5818142 |
Statements
Spectrum-based comparison of stationary multivariate time series (English)
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22 November 2010
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hierarchical clustering
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likelihood ratio
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periodogram matrix
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quasi-distance
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spectral density matrix
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0.7775056958198547
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0.7768651843070984
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0.7504385709762573
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