Bhattacharyya distance based linear discriminant function for stationary time series

DOI10.1080/03610929108830627zbMath0900.62461MaRDI QIDQ3135335

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Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830627

Mathematics Subject Classification ID

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

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

Related Items

Discrimination of AR, MA and ARMA time series models, Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure, The Autoregressive metric for comparing time series models, Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure, Linear discrimination with equicorrelated training vectors, Time series clustering and classification by the autoregressive metric, Linear discriminant function for complex normal time series, Thermodynamic Bayesian model comparison

Cites Work

• Classification into two Multivariate Normal Distributions with Different Covariance Matrices
• Linear Discriminant Functions for Stationary Time Series
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