Discrimination of AR, MA and ARMA time series models
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610929608831762
Reference21 articles.
1. SPECTRAL DISCRIMINATION FOR TWO GROUPS OF TIME SERIES
2. The classification problem with autoregressive process
3. Linear discriminant function for complex normal time series
4. Disoominkfrcn between gaussian time series based on their spectral differences
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Asymptotics of Alternative Interdependence Measures for Bivariate $$\alpha -$$Stable Autoregressive Model of Order 1;Applied Condition Monitoring;2021-07-22
2. Fractional lower order covariance-based estimator for bidimensional AR(1) model with stable distribution;International Journal of Advances in Engineering Sciences and Applied Mathematics;2019-09
3. State-space discrimination and clustering of atmospheric time series data based on Kullback information measures;Environmetrics;2008
4. Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach;Journal of Nonparametric Statistics;2004-06
5. Nonparametric discrimination of time series data;Metrika;2004-02-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3