Nonparametric approach for discriminant analysis in time series

DOI10.1080/10485259508832637zbMath0873.62036OpenAlexW2507814411MaRDI QIDQ4345889

Masanobu Taniguchi, Guoqiang Zhang

Publication date: 4 November 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832637

zbMATH Keywords

entropyperiodogramstationary processlog-likelihood ratiospectral densitiesmisclassification probabilitiesspectral estimatordiscriminant statisticpeak robustness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)

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