Abstract
We discuss in this paper the problem of determining whether two time series have been produced by the same mechanism. In particular, we examine models and techniques for determining whether two series could have come from stochastic processes with the same continuous and discrete spectral characteristics.
Original language | English |
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Pages (from-to) | 588-596 |
Number of pages | 9 |
Journal | Digital Signal Processing: A Review Journal |
Volume | 16 |
Issue number | 5 |
DOIs | |
Publication status | Published - Sep 2006 |