HIGHER ORDER ASYMPTOTIC THEORY FOR DISCRIMINANT ANALYSIS IN GAUSSIAN STATIONARY PROCESSES

DOI10.14490/jjss1995.27.19zbMath0892.62032OpenAlexW1994948730MaRDI QIDQ4354738

Yoshihide Kakizawa

Publication date: 16 August 1998

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.27.19

zbMATH Keywords

Gaussian stationary processasymptotically efficient esimatorsnew discriminant statistic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

Discriminant analysis based on binary time series

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