DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES (Q4299031): Difference between revisions
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scientific article; zbMATH DE number 598017
Language | Label | Description | Also known as |
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English | DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES |
scientific article; zbMATH DE number 598017 |
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DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES (English)
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8 September 1994
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innovation-free
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stationary vector process
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spectral density matrices
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Gaussian likelihood ratio
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consistent classification criterion
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misclassification probabilities
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contiguous
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non-Gaussian robustness
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