Spectrum-based comparison of stationary multivariate time series

DOI10.1007/s11009-010-9180-0zbMath1200.62113OpenAlexW2083834554MaRDI QIDQ607626

Jaydip Mukhopadhyay, Ravishanker, Nalini, Jonathan R. M. Hosking

Publication date: 22 November 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-010-9180-0

zbMATH Keywords

likelihood ratiohierarchical clusteringspectral density matrixquasi-distanceperiodogram matrix

Mathematics Subject Classification ID

Related Items (2)

Clustering nonlinear, nonstationary time series using BSLEX ⋮ Bispectral-based methods for clustering time series

Uses Software

• clusfind

Cites Work

• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Discrimination and Clustering for Multivariate Time Series
• Finding Groups in Data
• On the Complex Analogues of $T^2$- and $R^2$-Tests
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• Unnamed Item

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