DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

DOI10.1111/J.1467-9892.1994.TB00180.XMaRDI QIDQ4299031zbMATH OpenOpenAlexFDO

Authors G. Zhang, Masanobu Taniguchi

Publication date 8 September 1994

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1994.tb00180.x

zbMATH Keywords

misclassification probabilitiesstationary vector processspectral density matricesinnovation-freecontiguousconsistent classification criterionGaussian likelihood rationon-Gaussian robustness

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• An asymptotic simultaneous diagonalization procedure for pattern recognition
• Applied Regression and Analysis of Variance for Stationary Time Series
• Estimation and information in stationary time series
• Linear Discriminant Functions for Stationary Time Series
• On the Asymptotic Optimality of Spectral Analysis for Testing Hypotheses About Time Series

Cited in

(27)

• Nonparametric approach for discriminant analysis in time series
• Discriminant analysis for non-gaussian vector stationary processes
• Discriminant analysis of time series in the presence of within-group spectral variability
• Measures of Dependence and Tests of Independence
• Discriminant analysis for dynamics of stable processes
• Local asymptotic normality for regression models with long-memory disturbance
• A testing approach to clustering scalar time series
• scientific article; zbMATH DE number 4026597 (Why is no real title available?)
• scientific article; zbMATH DE number 2139469 (Why is no real title available?)
• Discriminant analysis in bilinear processes using state space methodology
• Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach
• A periodogram-based metric for time series classification
• Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• Discriminant analysis for locally stationary processes
• Discriminant analysis of stationary finite Markov chains
• Cluster analysis for stable processes
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances
• Detection of multiple ``disorders and classification of time series by statistical estimates of interclass distances
• CLUSTER ANALYSIS FOR NON-GAUSSIAN LOCALLY STATIONARY PROCESSES
• Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes
• Empirical likelihood approach toward discriminant analysis for dynamics of stable processes
• Linear discriminant function for complex normal time series
• Discriminant analysis based on binary time series
• scientific article; zbMATH DE number 3951841 (Why is no real title available?)
• scientific article; zbMATH DE number 3969949 (Why is no real title available?)
• scientific article; zbMATH DE number 3965275 (Why is no real title available?)

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