Spectrum-based comparison of stationary multivariate time series (Q607626)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Spectrum-based comparison of stationary multivariate time series |
scientific article; zbMATH DE number 5818142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectrum-based comparison of stationary multivariate time series |
scientific article; zbMATH DE number 5818142 |
Statements
Spectrum-based comparison of stationary multivariate time series (English)
0 references
22 November 2010
0 references
hierarchical clustering
0 references
likelihood ratio
0 references
periodogram matrix
0 references
quasi-distance
0 references
spectral density matrix
0 references