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Parametric Spectral Discrimination

Grant, AJ; Quinn, BG

Grant, AJ (reprint author), Macquarie Univ, Dept Stat, Sydney, NSW 2109, Australia.

JOURNAL OF TIME SERIES ANALYSIS, 2017; 38 (6): 838

Abstract

This article is concerned with determining whether two independent time series have been generated by underlying stochastic processes with the same sp......

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