Nonparametric approach for discriminant analysis in time series

DOI10.1080/10485259508832637zbMATH Open0873.62036OpenAlexW2507814411MaRDI QIDQ4345889FDOQ4345889

Authors: G. Zhang, Masanobu Taniguchi 

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

Recommendations

• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• Discriminant analysis for locally stationary processes
• Discriminant analysis for non-gaussian vector stationary processes
• Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach

zbMATH Keywords

entropylog-likelihood ratioperiodogramstationary processspectral densitiesmisclassification probabilitiesspectral estimatordiscriminant statisticpeak robustness

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Differential-geometrical methods in statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• A central limit theorem for stationary processes and the parameter estimation of linear processes
• A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise
• The 1972 Wald Lecture Robust Statistics: A Review
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

Cited In (13)

• The autoregressive metric for comparing time series models
• Discriminant analysis in bilinear processes using state space methodology
• Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach
• Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition
• Nonparametric discrimination of time series data
• Discriminant analysis for locally stationary processes
• Time series clustering and classification by the autoregressive metric
• CLUSTER ANALYSIS FOR NON-GAUSSIAN LOCALLY STATIONARY PROCESSES
• Empirical likelihood approach toward discriminant analysis for dynamics of stable processes
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• Discriminant analysis based on binary time series
• Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes
• Discriminant analysis for non-gaussian vector stationary processes

This page was built for publication: Nonparametric approach for discriminant analysis in time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4345889)