Discriminant analysis of stationary finite Markov chains

zbMATH Open1132.62334MaRDI QIDQ876780FDOQ876780

Authors: A. L. Kostevich, Yuriĭ Semenovich Kharin 

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Recommendations

• An asymptotic formula for the Bayes risk in discriminating between two Markov chains
• On Sequential Discrimination Between Close Markov Chains
• On sequential discrimination between close Markov chains
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• Linear Discriminant Functions for Stationary Time Series

zbMATH Keywords

Markov chainasymptotic expansionmissing valuesdiscriminant analysisriskcontiguous classes

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes (62M99) Markov processes: hypothesis testing (62M02) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (4)

• An asymptotic formula for the Bayes risk in discriminating between two Markov chains
• Classifying Image Sequences with the Markov Chain Structure and Matrix Normal Distributions
• Classification error in multiclass discrimination from Markov data
• Multi-parametric classification of automaton Markov models based on the sequences they generate

This page was built for publication: Discriminant analysis of stationary finite Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q876780)