DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

DOI10.1111/j.1467-9892.1994.tb00180.xzbMath0794.62064OpenAlexW1969470649MaRDI QIDQ4299031

Masanobu Taniguchi, Guoqiang Zhang

Publication date: 8 September 1994

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00180.x

zbMATH Keywords

misclassification probabilitiesstationary vector processspectral density matricesinnovation-freecontiguousconsistent classification criterionGaussian likelihood rationon-Gaussian robustness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (17)

Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes ⋮ Discriminant analysis for locally stationary processes ⋮ Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities ⋮ Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach ⋮ A testing approach to clustering scalar time series ⋮ Measures of Dependence and Tests of Independence ⋮ Discriminant analysis for non-gaussian vector stationary processes ⋮ Nonparametric approach for discriminant analysis in time series ⋮ Empirical likelihood approach toward discriminant analysis for dynamics of stable processes ⋮ A periodogram-based metric for time series classification ⋮ Discriminant analysis for dynamics of stable processes ⋮ Cluster Analysis for Stable Processes ⋮ Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition ⋮ CLUSTER ANALYSIS FOR NON-GAUSSIAN LOCALLY STATIONARY PROCESSES ⋮ Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability ⋮ Testing non-parametric hypotheses for stationary processes by estimating minimal distances ⋮ Local asymptotic normality for regression models with long-memory disturbance

Cites Work

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• Estimation and information in stationary time series
• Linear Discriminant Functions for Stationary Time Series
• An asymptotic simultaneous diagonalization procedure for pattern recognition
• On the Asymptotic Optimality of Spectral Analysis for Testing Hypotheses About Time Series
• Applied Regression and Analysis of Variance for Stationary Time Series

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