Asymptotic expansion for the distribution of the discriminant function in the first order autoregressive processes

zbMATH Open0615.62075MaRDI QIDQ1820533FDOQ1820533

Authors: Hirofumi Wakaki, Ho-Se Oh 

Publication date: 1986

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

discriminant functionasymptotic expansionclassificationBayes methodfirst order autoregressive Gaussian processesprobabilities of misclassifications

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (2)

• Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes
• A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process

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