Discrimination and clustering for multivariate time series

Journal of the American Statistical Association

Volumn 93, Issue 441, 1998, Pages 328-340

  Kakizawa, Yoshihide ^a   Shumway, Robert H ^b   Taniguchi, Masanobu ^c  

^a HOKKAIDO UNIVERSITY   (Japan)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c OSAKA UNIVERSITY   (Japan)

Author keywords

Chernoff; Divergence; Kullback Leibler; Minimum discrimination information; Robustness; Seismology; Spectral analysis

Indexed keywords

EID: 0032343819     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1998.10474114     Document Type: Article

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