Parametric spectral discrimination
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Publication:4596426
DOI10.1111/JTSA.12238zbMATH Open1416.62490OpenAlexW2608212601MaRDI QIDQ4596426FDOQ4596426
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
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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)
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
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