Discriminant analysis for dynamics of stable processes
DOI10.1016/J.STAMET.2008.04.003zbMATH Open1220.62085OpenAlexW2051609999MaRDI QIDQ537353FDOQ537353
Authors: Motoyoshi Nishikawa, Masanobu Taniguchi
Publication date: 20 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2008.04.003
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Cites Work
- Time series: theory and methods.
- Asymptotic theory of statistical inference for time series
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- Limit theory for the sample covariance and correlation functions of moving averages
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- The integrated periodogram for stable processes
- DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
- Spectral estimates and stable processes
Cited In (6)
- Classification rules for stable distributions
- Title not available (Why is that?)
- Cluster analysis for stable processes
- Empirical likelihood approach toward discriminant analysis for dynamics of stable processes
- Title not available (Why is that?)
- Consistent classification of stochastic processes in the presence of dependent noise
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