On resolution and exponential discrimination between Gaussian stationary vector processes and dynamic models
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Publication:3871751
DOI10.1109/TAC.1980.1102275zbMath0433.62040MaRDI QIDQ3871751
Publication date: 1980
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1980.1102275
spectral density; dynamic models; Gaussian stationary vector processes; parameter identifiability; probability of misclassification; exponential discrimination; maximum likelihood decision rule
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62G15: Nonparametric tolerance and confidence regions
62M15: Inference from stochastic processes and spectral analysis
62C99: Statistical decision theory
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