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Evaluating dissimilarities between two moving-average models: A comparative study between Jeffrey's divergence and Rao distance.

Leo LegrandÉric Grivel
Published in: EUSIPCO (2016)
Keyphrases
  • wavelet domain
  • moving average
  • multiscale
  • autoregressive
  • pairwise
  • dissimilarity measure
  • prior knowledge
  • least squares
  • graphical models
  • statistical models
  • arima model