The classification problem with autoregressive process

DOI10.1080/03610928708829413MaRDI QIDQ4721465zbMATH OpenOpenAlexFDO

Authors Lyle D. Broemeling, Mun S. Son

Publication date 1987

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928708829413

zbMATH Keywords

autoregressive processclassificationinformal Bayesian inference

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• On sequential classification of autoregressive processes with unknown variance of noise
• Classification Rules under Autoregressive and General Circulant Covariance
• A class of autoregressive processes
• Predictive discrimination for autoregressive processes
• Classification in the Siegel space for vectorial autoregressive data
• On a class of generalized autoregressive processes
• scientific article; zbMATH DE number 1149880

Cites work

• scientific article; zbMATH DE number 3899943 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Time series discrimination by higher order crossings

Cited in

(6)

• On sequential classification of autoregressive processes with unknown variance of noise
• Classification Rules under Autoregressive and General Circulant Covariance
• scientific article; zbMATH DE number 3888629 (Why is no real title available?)
• Discrimination of AR, MA and ARMA time series models
• BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER
• scientific article; zbMATH DE number 6960827 (Why is no real title available?)

This page was built for publication: The classification problem with autoregressive process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4721465)