Distances between time-series and their autocorrelation statistics

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dc.creatorGeorgiou, Tryphon T.
dc.date2007-01-05
dc.date.accessioned2026-07-07T08:08:35Z
dc.date.available2026-07-07T08:08:35Z
dc.descriptionWe 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.
dc.description11 pages, no figures
dc.identifierhttps://arxiv.org/abs/math/0701181
dc.identifierhttp://arxiv.org/abs/math/0701181
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131313
dc.subjectOptimization and Control
dc.subjectStatistics Theory
dc.subject47N70
dc.titleDistances between time-series and their autocorrelation statistics
dc.typetext

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