Distances between time-series and their autocorrelation statistics

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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.
11 pages, no figures

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Optimization and Control, Statistics Theory, 47N70

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http://salesiana.dossiersoluciones.com/handle/123456789/131313

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0701181
 http://arxiv.org/abs/math/0701181

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arXiv