Asymptotic expansion for the distribution of the discriminant function in the first order autoregressive processes

zbMath0615.62075MaRDI QIDQ1820533

Ho-Se Oh, Hirofumi Wakaki

Publication date: 1986

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

classificationdiscriminant functionasymptotic expansionBayes methodfirst order autoregressive Gaussian processesprobabilities of misclassifications

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes

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