Linear discriminant function for complex normal time series

DOI10.1016/0167-7152(92)90162-XzbMath0803.62080OpenAlexW2079214910MaRDI QIDQ1202308

S. Singh

Publication date: 22 February 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90162-x

zbMATH Keywords

Bhattacharyya distancelinear discriminant functioncomplex normal time series

Mathematics Subject Classification ID

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

Related Items (1)

Discrimination of AR, MA and ARMA time series models

Cites Work

• Bhattacharyya distance based linear discriminant function for stationary time series
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