Discriminant analysis in bilinear processes using state space methodology

zbMATH Open1319.62124MaRDI QIDQ4906648FDOQ4906648

Authors: Rahim Chinipardaz 

Publication date: 28 February 2013

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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)

Cited In (1)

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

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