A Linear Discriminant for Gaussian Time Series

G. R. Dargahi‐Noubary

Journal of Time Series Analysis, 1999, vol. 20, issue 2, 145-153

Abstract: A simple linear discriminant is introduced for Gaussian time series with fixed deterministic component. It is demonstrated that the discriminant is ‘efficient’ under some general conditions. The proposed procedure is tested using some seismological data.

Date: 1999
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