Testing Equality of Multiple Power Spectral Density Matrices

DOI10.1109/TSP.2018.2875884zbMath1414.62198OpenAlexW2896707012WikidataQ129087034 ScholiaQ129087034MaRDI QIDQ4622514

Roberto López-Valcarce, Ignacio Santamaría, David M. Ramirez, Javier Vía, Daniel M. Romero

Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2018.2875884

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes and spectral analysis (62M15) Toeplitz, Cauchy, and related matrices (15B05)

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