Nonparametric approach for discriminant analysis in time series

DOI10.1080/10485259508832637zbMath0873.62036MaRDI QIDQ4345889

Masanobu Taniguchi, Guoqiang Zhang

Publication date: 4 November 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832637

zbMATH Keywords

entropy; periodogram; stationary process; log-likelihood ratio; spectral densities; misclassification probabilities; spectral estimator; discriminant statistic; peak robustness

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62G05: Nonparametric estimation

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