Hellinger transform of Gaussian autoregressive processes

DOI10.1016/0898-1221(94)90145-7zbMath0799.60033OpenAlexW1980472100MaRDI QIDQ1324401

István Fazekas

Publication date: 17 November 1994

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(94)90145-7

zbMATH Keywords

autoregressive processesHellinger transformspectral densities

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (1)

Some properties of the Hellinger transform and its application in classification problems

Cites Work

• Linear stochastic systems with constant coefficients. A statistical approach
• Spectral expressions of information measures of Gaussian time series and their relation to AIC and CAT
• Spectral distance measures between Gaussian processes
• Asymptotic distribution of eigenvalues of block Toeplitz matrices
• Inequalities: theory of majorization and its applications
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