SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY

DOI10.1111/j.1467-9892.1981.tb00313.xzbMath0509.62052MaRDI QIDQ4747402

P. J. Laycock, G. R. Dargahi-Noubary

Publication date: 1981

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00313.x

zbMATH Keywords

frequency domain; likelihood ratio; discrimination; seismology; Kullback- Leibler information; seismic records; non-stationary models; detection of nuclear explosions; information assessment; spectral ratios; zero mean stationary Gaussian processes

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62P99: Applications of statistics

62M99: Inference from stochastic processes

62B10: Statistical aspects of information-theoretic topics

Related Items

Discrimination of AR, MA and ARMA time series models, Discriminant analysis for non-gaussian vector stationary processes, Wavelet analysis of uniformly time-modulated processes, The Autoregressive metric for comparing time series models, A periodogram-based metric for time series classification, Time series clustering and classification by the autoregressive metric, Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability, Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities

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