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DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

✍ Scribed by Guoqiang Zhang; Masanobu Taniguchi


Book ID
111039740
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
377 KB
Volume
15
Category
Article
ISSN
0143-9782

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Statistical inference for stationary time series is often based on the maximum likelihood principle, i.e., the maximization of the (quasi) likelihood of observations derived on Gaussian assumptions, although no such distributional assumptions are made. In this paper, we define the disparity measure