Parametric spectral discrimination

DOI10.1111/JTSA.12238MaRDI QIDQ4596426zbMATH OpenOpenAlexFDO

Authors A. Grant, Barry 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

zbMATH Keywords

spectral densityautoregressiondiscriminant analysisspectral comparison

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(10)

• Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings
• Robust tests for time series comparison based on Laplace periodograms
• Multiple change point detection and validation in autoregressive time series data
• A computational bootstrap procedure to compare two dependent time series
• New criteria to identify spectrum
• A semi-parametric approach for comparing the estimated spectra of two stationary point processes
• Improved parameter identification using additional spectral information
• Testing equality of stationary autocovariances
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• scientific article; zbMATH DE number 4001270 (Why is no real title available?)

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