Classification error in multiclass discrimination from Markov data

DOI10.1007/S11203-015-9129-6zbMath1359.62342arXiv1509.06673OpenAlexW3100933797MaRDI QIDQ329059

Lars Willert, Sören Christensen, Albrecht Irle

Publication date: 21 October 2016

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.06673

zbMATH Keywords

hidden Markov modelasymptotic riskoptimal classification

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Nonparametric curve estimation from time series
• On consistency in nonparametric estimation under mixing conditions.
• A distribution-free theory of nonparametric regression
• Nearest neighbor classification with dependent training sequences.
• Inference in hidden Markov models.

This page was built for publication: Classification error in multiclass discrimination from Markov data