Discriminant analysis for non-gaussian vector stationary processes
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Publication:4344665
DOI10.1080/10485259608832698zbMath0925.62392MaRDI QIDQ4344665
Publication date: 23 November 1997
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259608832698
discriminant analysis; stationary process; misclassification probability; spectral density matrix; non-Gaussian robustness
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62M15: Inference from stochastic processes and spectral analysis
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Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach, Empirical likelihood approach toward discriminant analysis for dynamics of stable processes, Discriminant analysis based on binary time series
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