Discriminant analysis for dynamics of stable processes

DOI10.1016/J.STAMET.2008.04.003MaRDI QIDQ537353zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

spectral densityclassification statisticsnormalized power transfer functions

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 720759 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Asymptotic theory of statistical inference for time series
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• Limit theory for the sample covariance and correlation functions of moving averages
• Spectral estimates and stable processes
• The integrated periodogram for stable processes
• Time series: theory and methods.

Cited in

(6)

• Consistent classification of stochastic processes in the presence of dependent noise
• scientific article; zbMATH DE number 1462733 (Why is no real title available?)
• scientific article; zbMATH DE number 4056768 (Why is no real title available?)
• Cluster analysis for stable processes
• Empirical likelihood approach toward discriminant analysis for dynamics of stable processes
• Classification rules for stable distributions

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