Discrimination Measures for Fractional Integrated Models Based on Wavelets

DOI10.1080/03610918.2014.980514zbMath1373.37176OpenAlexW2232722719MaRDI QIDQ2828727

Behzad Mansouri, Mitra Abasnezhad

Publication date: 26 October 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.980514

zbMATH Keywords

waveletdiscrimination of time seriesfractional integrated modelKullback-Leibler and Chernoff discrimination measures

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical methods for wavelets (65T60) Time series analysis of dynamical systems (37M10)

Related Items (1)

Wavelet analysis of uniformly time-modulated processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Discrimination of locally stationary time series using wavelets
• Fitting time series models to nonstationary processes
• Time-frequency clustering and discriminant analysis.
• The SLEX model of a non-stationary random process
• Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
• Discriminant analysis for locally stationary processes
• Wavelet analysis and synthesis of fractional Brownian motion
• A note on the discrete wavelet transform of second-order processes
• Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations
• On the Asymptotic Optimality of Spectral Analysis for Testing Hypotheses About Time Series
• Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
• On Information and Sufficiency

This page was built for publication: Discrimination Measures for Fractional Integrated Models Based on Wavelets