The discriminant analysis of multivariate time series (Corresp.)

DOI10.1109/TIT.1983.1056699MaRDI QIDQ4742166zbMATH OpenFDO

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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