Discriminating Between Stationary and Time-Varying Autoregressive (TVAR) Models in Array Processing

@article{Abramovich2006DiscriminatingBS,
  title={Discriminating Between Stationary and Time-Varying Autoregressive (TVAR) Models in Array Processing},
  author={Y. I. Abramovich and M. D. E. Turley and N. M. Spencer},
  journal={Fourth IEEE Workshop on Sensor Array and Multichannel Processing, 2006.},
  year={2006},
  pages={132-136}
}
For a set of T independent N-variate Gaussian training samples (T < N), we derive a test for discriminating between stationary autoregressive models of order m, AR(m), and time-varying autoregressive models of order m, TVAR(m) 

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