DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

DOI10.1111/j.1467-9892.1994.tb00180.xzbMath0794.62064OpenAlexW1969470649MaRDI QIDQ4299031

Masanobu Taniguchi, Guoqiang Zhang

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

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

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