discriminant analysis in ar(p) plus different noises processes
نویسندگان
چکیده
the problem of discrimination between two stationary ar(p) plus noise processes is consideredwhen the noise process are different in two models. the discrimination rule leads to a quadratic form withcumbersome matrices. an approximate and analytic form is given to distribution of the discriminant. thesimulation study has been used to show the performance of discrimination rule. the cumulants ofdiscriminant function are obtained and show them to be very close to the true values given in literature.
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عنوان ژورنال:
iranian journal of science and technology (sciences)ISSN 1028-6276
دوره 34
شماره 2 2010
میزبانی شده توسط پلتفرم ابری doprax.com
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