Discriminant analysis of multivariate time series using wavelets Working Papers

authors

MAHARAJ, ELIZABETH ANN
ALONSO FERNANDEZ, ANDRES MODESTO

publisher

Universidad Carlos III de Madrid. Departamento de Estadística

publication date

2012

series title

UC3M Working papers. Statistics and Econometrics

full text

http://hdl.handle.net/10016/13359

series number

12-03

subjects

Statistics

keywords

time series; wavelet variances; wavelet correlations; discriminant analysis