Linear discriminant function for complex normal time series

DOI10.1016/0167-7152(92)90162-XMaRDI QIDQ1202308zbMATH OpenOpenAlexFDO

Authors S. Singh

Publication date 22 February 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(92)90162-x

zbMATH Keywords

Bhattacharyya distancelinear discriminant functioncomplex normal time series

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3462891 (Why is no real title available?)
• scientific article; zbMATH DE number 3320868 (Why is no real title available?)
• Bhattacharyya distance based linear discriminant function for stationary time series

Cited in

(2)

• Classification of cyclical time series using complex demodulation
• Discrimination of AR, MA and ARMA time series models

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