Asymptotic Information Measures Discrimination of Non-Stationary Time Series Based on Wavelet Domain
This article is concerned with the problem of discrimination between twoclasses of locally stationary time series based on minimum discrimination in-formation. We view the observed signals as realizations of Gaussian locallystationary wavelet (LSW) processes. The asymptotic Kullback - Leiblerdiscri...
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| Vydáno v: | Revista Colombiana de Estadística |
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| Hlavní autoři: | , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Universidad Nacional de Colombia
2016
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| Témata: | |
| On-line přístup: | https://www.redalyc.org/articulo.oa?id=89943490006 |
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