Discriminant analysis based on binary time series

DOI10.1007/s00184-019-00746-1zbMath1442.62198OpenAlexW2979692949WikidataQ127074890 ScholiaQ127074890MaRDI QIDQ2189750

Publication date: 16 June 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00746-1

zbMATH Keywords

robustness discriminant analysis stationary process misclassification probability spectral density binary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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