DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

DOI10.1111/J.1467-9892.1994.TB00180.XzbMATH Open0794.62064OpenAlexW1969470649MaRDI QIDQ4299031FDOQ4299031

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

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misclassification probabilities stationary vector process spectral density matrices innovation-free contiguous consistent classification criterion Gaussian likelihood ratio non-Gaussian robustness

Mathematics Subject Classification ID

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

Cites Work

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Title not available (Why is that?)
Estimation and information in stationary time series
Linear Discriminant Functions for Stationary Time Series
An asymptotic simultaneous diagonalization procedure for pattern recognition
On the Asymptotic Optimality of Spectral Analysis for Testing Hypotheses About Time Series
Applied Regression and Analysis of Variance for Stationary Time Series

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Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition
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Testing non-parametric hypotheses for stationary processes by estimating minimal distances
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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
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Linear discriminant function for complex normal time series
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