Statistical methods of spectrum change detection | Macquarie University ResearchOnline

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Title: Statistical methods of spectrum change detection
Related: Digital signal processing, Vol. 16, Issue 5, p.588-596
DOI: 10.1016/j.dsp.2004.12.011
Publisher: Elsevier
Date: 2006
Author/Creator: Quinn, Barry G
Description: We discuss in this paper the problem of determining whether two time series have been produced by the same mechanism. In particular, we examine models and techniques for determining whether two series could have come from stochastic processes with the same continuous and discrete spectral characteristics.
Description: 9 page(s)
Subject Keyword: stationary process
Subject Keyword: autoregression
Subject Keyword: sinusoids
Subject Keyword: hypothesis testing
Resource Type: journal article
Organisation: Macquarie University. Dept. of Statistics

Macquarie University ResearchOnline