Discriminant analysis for non-gaussian vector stationary processes

DOI10.1080/10485259608832698MaRDI QIDQ4344665zbMATH OpenOpenAlexFDO

Authors Yoshihide Kakizawa

Publication date 23 November 1997

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

Full work available at URL https://doi.org/10.1080/10485259608832698

zbMATH Keywords

discriminant analysismisclassification probabilitynon-Gaussian robustnessspectral density matrixstationary process

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A central limit theorem for stationary processes and the parameter estimation of linear processes
• CLASSIFICATION OF TEXTURES USING SECOND-ORDER SPECTRA
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• Nonparametric approach for discriminant analysis in time series
• SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY

Cited in

(13)

• Empirical likelihood approach toward discriminant analysis for dynamics of stable processes
• Discriminant analysis based on binary time series
• An empirical likelihood approach for discriminant analysis of non-Gaussian vector stationary linear processes
• Discriminant analysis of time series in the presence of within-group spectral variability
• scientific article; zbMATH DE number 3879936 (Why is no real title available?)
• scientific article; zbMATH DE number 3951841 (Why is no real title available?)
• On Discrimination of (Stationary) Stochastic Processes
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• Nonparametric approach for discriminant analysis in time series
• scientific article; zbMATH DE number 2139469 (Why is no real title available?)
• Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach
• A comparison of multivariate signal discrimination techniques
• Classification of multivariate non-stationary signals: the SLEX-shrinkage approach

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