论文信息 - Predictive discrimination for autoregressive processes

Predictive discrimination for autoregressive processes

Abstract A predictive method for discriminating between distinct univariate autoregressive classes is derived. The predictive classification rule is derived for the case of known class order, and a rule is given for the case where the orders of the competing autoregressive processes are unknown.

Dean M. Young | Virgil R. Marco | Danny W. Turner

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