Discriminant analysis for regression models with stationary long-memory disturbances

DOI10.1006/jmva.1996.1648zbMath0873.62061OpenAlexW2003098820MaRDI QIDQ1360298

Guoqiang Zhang

Publication date: 9 November 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.1648

zbMATH Keywords

regression modellog-likelihood ratiomisclassification probabilitiespolynomial regression modelsdiscriminant statisticmean functionsstationary long-memory disturbances

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Self-similar stochastic processes (60G18)

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