Nonparametric approach for discriminant analysis in time series

DOI10.1080/10485259508832637zbMath0873.62036OpenAlexW2507814411MaRDI 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

entropyperiodogramstationary processlog-likelihood ratiospectral densitiesmisclassification probabilitiesspectral estimatordiscriminant statisticpeak robustness

Mathematics Subject Classification ID

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

Related Items (8)

HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES ⋮ Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach ⋮ Discriminant analysis based on binary time series ⋮ Discriminant analysis for non-gaussian vector stationary processes ⋮ Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition ⋮ CLUSTER ANALYSIS FOR NON-GAUSSIAN LOCALLY STATIONARY PROCESSES ⋮ The Autoregressive metric for comparing time series models ⋮ Time series clustering and classification by the autoregressive metric

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• 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
• Differential-geometrical methods in statistics
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• The 1972 Wald Lecture Robust Statistics: A Review

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