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Distances between time-series and their autocorrelation statistics
- Publication Year :
- 2007
- Publisher :
- arXiv, 2007.
-
Abstract
- We begin with an interpretation of the L1-distance between two power spectral densities and then, following an analogous rationale, we develop a natural metric for quantifying distance between respective covariance matrices.<br />Comment: 11 pages, no figures
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....1025f80ddaa56381fbb666d4ab76776a
- Full Text :
- https://doi.org/10.48550/arxiv.math/0701181