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

MaRDI QIDQ1820533zbMATH OpenFDO

Authors Hirofumi Wakaki, Ho-Se Oh

Publication date 1986

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

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)

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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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