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Evaluating dissimilarities between two moving-average models: A comparative study between Jeffrey's divergence and Rao distance.
Leo Legrand
Éric Grivel
Published in:
EUSIPCO (2016)
Keyphrases
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wavelet domain
moving average
multiscale
autoregressive
pairwise
dissimilarity measure
prior knowledge
least squares
graphical models
statistical models
arima model