Statistical discrimination for nonstationary random processes is important in many applications. Our goal was to develop a discriminant scheme that can extract local features of the time series, is ...
Following the approach proposed by Gregoir and Laroque (1993, "Econometric Theory" 9, 329-342), we consider a class of multivariate processes that, when differenced enough, yields covariance ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback