A comparison of multivariate signal discrimination techniques

DOI10.1080/00949655.2013.826219zbMath1457.62278OpenAlexW1983911636MaRDI QIDQ5220732

No author found.

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

likelihood ratiospectral analysisautocovariancesignal equality

Mathematics Subject Classification ID

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)

Cites Work

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