Parametric Spectral Discrimination
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Publication:4596426
DOI10.1111/JTSA.12238zbMath1416.62490OpenAlexW2608212601MaRDI QIDQ4596426
Andrew J. Grant, Barry G. Quinn
Publication date: 1 December 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12238
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)
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