Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function (Q1052023)
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English | Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function |
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Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function (English)
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1983
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autocorrelation
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error rates
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sample linear discriminant function
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spectral density function
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misallocation probabilities
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stationary time series
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asymptotic expansions
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serial correlation
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