Some properties of the Hellinger transform and its application in classification problems (Q1921212)
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scientific article; zbMATH DE number 915117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of the Hellinger transform and its application in classification problems |
scientific article; zbMATH DE number 915117 |
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Some properties of the Hellinger transform and its application in classification problems (English)
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11 August 1996
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Explicit formulas for the Hellinger transforms are derived for the multidimensional AR(1) Gaussian processes and for one-dimensional Ornstein-Uhlenbeck processes. Upper and lower bounds are provided for the Hellinger transforms in the general discrete time case. An application to bound the probability of misclassification is also given.
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autoregressive process
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Hellinger transforms
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Ornstein-Uhlenbeck processes
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