Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function

DOI10.1016/0031-3203(83)90014-6zbMath0515.62059MaRDI QIDQ1052023

J. Blot

Publication date: 1983

Published in: Pattern Recognition (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0031-3203(83)90014-6

zbMATH Keywords

asymptotic expansions; serial correlation; autocorrelation; stationary time series; spectral density function; error rates; misallocation probabilities; sample linear discriminant function

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H30: Classification and discrimination; cluster analysis (statistical aspects)