The discriminant analysis of multivariate time series (Corresp.)

DOI10.1109/TIT.1983.1056699zbMATH Open0505.62047MaRDI QIDQ4742166FDOQ4742166

Authors: Mirosław Krzyśko 

Publication date: 1983

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

autoregressive processesdiscriminant analysis of multivariate time seriesestimator of true order

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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