Discriminant analysis in bilinear processes using state space methodology

zbMATHMaRDI QIDQ4906648FDO

Authors Rahim Chinipardaz

Publication date 28 February 2013

zbMATH Keywords

CUSUMKalman filteringstate-spacebilinear models

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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Cited in

(1)

• A Decision Procedure for Bilinear Time Series Based on the Asymptotic Separation

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