SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY

G. R. Dargahi‐Noubary and P. J. Laycock

Journal of Time Series Analysis, 1981, vol. 2, issue 2, 71-86

Abstract: Abstract. We examine the problem of discriminating in the frequency domain between zero mean stationary Gaussian processes. Use of the Kullback‐Liebler information measure enables the selection of the important frequency bands, and a special case relevant to seismic records leads to a justification for the use of spectral ratios in discrimination. Methods are given for combining the ratios when there are more than two relevant bands, and for estimating the error rates when using spectral ratios. The results are extended to a special class of non‐stationary models.

Date: 1981
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