Discrimination of Time Series by Parametric Filtering

DOI10.2307/2291406zbMath0871.62075OpenAlexW4243087968MaRDI QIDQ3128671

Ta-Hsin Li

Publication date: 6 October 1997

Full work available at URL: https://doi.org/10.2307/2291406

zbMATH Keywords

characterizationsignal processingfilter bankparametric filteringmixed spectradiagnosticfirst-order autocorrelationtime series discrimination

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Bartlett-type formulas for complex multivariate time series of mixed spectra ⋮ A statistically and computationally efficient method for frequency estimation ⋮ On smoothness measurement for weakly stationary processes ⋮ Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings

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