Spectrum-Based Comparison of Stationary Multivariate Time Series

Methodology and Computing in Applied Probability

Volumn 12, Issue 4, 2010, Pages 749-762

  Ravishanker, Nalini ^a   Hosking, J R M ^b   Mukhopadhyay, Jaydip ^c  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b IBM RESEARCH   (United States)

^c BRISTOL MYERS SQUIBB   (United States)

Author keywords

Hierarchical clustering; Likelihood ratio; Periodogram matrix; Quasi distance; Spectral density matrix

Indexed keywords

EID: 77957303297     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-010-9180-0     Document Type: Article

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