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- W2086322195 abstract "This paper is concerned with spectral discrimination for non-Gaussian vector stationary time series. The usual discriminant rule is to maximize the (quasi) likelihood of observations derived on Gaussian assumptions, although no such distributional assumptions are made. In this paper, we introduce an alternative approach based on the disparity measure between spectral density matrices." @default.
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- W2086322195 title "Discriminant analysis for non-gaussian vector stationary processes" @default.
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- W2086322195 doi "https://doi.org/10.1080/10485259608832698" @default.
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