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Spectral Discrimination For Two Groups Of Time Series

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  • Javier Alagón

Abstract

. The problem of discriminating in the frequency domain between two groups of Gaussian stationary time series is examined. A test aimed at detecting differences between the windowed spectra of the two groups is used. The effect of windows on the resulting quadratic discriminant function is considered. Two examples taken from seismology and neurology are given.

Suggested Citation

  • Javier Alagón, 1989. "Spectral Discrimination For Two Groups Of Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(3), pages 203-214, May.
    • Handle: RePEc:bla:jtsera:v:10:y:1989:i:3:p:203-214
    DOI: 10.1111/j.1467-9892.1989.tb00024.x
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    Cited by:

    1. Emma SARNO & Alberto ZAZZARO, 2003. "Structural Convergence of Macroeconomic Time Series: Evidence for Inflation Rates in EU Countries," Working Papers 180, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Saavedra Pedro & Santana-del-Pino Angelo & Hernández-Flores Carmen N. & Artiles-Romero Juan & González-Henríquez Juan J., 2011. "Classification of Stationary Signals with Mixed Spectrum," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-17, January.
    3. Galeano, Pedro & Peña, Daniel, 2001. "Multivariate analysis in vector time series," DES - Working Papers. Statistics and Econometrics. WS ws012415, Universidad Carlos III de Madrid. Departamento de Estadística.

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