HIGHER ORDER ASYMPTOTIC THEORY FOR DISCRIMINANT ANALYSIS IN GAUSSIAN STATIONARY PROCESSES (Q4354738)

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scientific article; zbMATH DE number 1062031
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HIGHER ORDER ASYMPTOTIC THEORY FOR DISCRIMINANT ANALYSIS IN GAUSSIAN STATIONARY PROCESSES
scientific article; zbMATH DE number 1062031

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    HIGHER ORDER ASYMPTOTIC THEORY FOR DISCRIMINANT ANALYSIS IN GAUSSIAN STATIONARY PROCESSES (English)
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    16 August 1998
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    Gaussian stationary process
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    new discriminant statistic
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    asymptotically efficient esimators
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