This paper presents procedures to compare and classify stationary multivariate time series. The classi"cation procedure is based on the p-value of a test of hypothesis that is performed for every pair of series under consideration. The test of hypothesis is based on the di!erence between vector auto
β¦ LIBER β¦
Spectrum-Based Comparison of Stationary Multivariate Time Series
β Scribed by Nalini Ravishanker; J. R. M. Hosking; Jaydip Mukhopadhyay
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 469 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1387-5841
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