By Topic

The discriminant analysis of multivariate time series (Corresp.)

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)

Discrimination among multivariate autoregressive processes by Bayes' method is described. The determination of the true order of the multivariate autoregressive equation is also investigated; the estimator of the true order is obtained by minimizing the posterior risk.

Published in:

IEEE Transactions on Information Theory  (Volume:29 ,  Issue: 4 )