Linear Discriminant Functions for Stationary Time Series

DOI10.1002/BIMJ.4710390807MaRDI QIDQ4381682zbMATHOpenAlexFDO

Authors Mirosław Krzyśko, Waldemar Wołynski

Publication date 1 April 1998

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710390807

zbMATH Keywords

probability distancesNeyman-Pearson curvelinear discriminant rules

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 42743 (Why is no real title available?)
• Estimators for functions of the probability of success in a sequence of bernoulli trials

Cited in

(5)

• Optimal discriminant functions for normal populations
• Discriminant analysis of stationary finite Markov chains
• Linear discriminant function for complex normal time series
• scientific article; zbMATH DE number 1553268 (Why is no real title available?)
• scientific article; zbMATH DE number 3876437 (Why is no real title available?)

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