A comparison of multivariate signal discrimination techniques

DOI10.1080/00949655.2013.826219MaRDI QIDQ5220732zbMATH OpenOpenAlexFDO

Authors

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2013.826219

zbMATH Keywords

autocovariancespectral analysislikelihood ratiosignal equality

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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Cites work

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• Clusters of time series
• Discrimination and Clustering for Multivariate Time Series
• Fault Detection in Multivariate Signals With Applications to Gas Turbines
• Multivariate versions of Bartlett's formula
• On Information and Sufficiency
• Statistical Models
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Testing equality of stationary autocovariances
• The Generalization of Student's Ratio

Cited in

(3)

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