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

DOI10.1016/0898-1221(96)00035-1zbMath0854.60038OpenAlexW1998747108MaRDI QIDQ1921212

István Fazekas, Friedrich Liese

Publication date: 11 August 1996

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

Full work available at URL: https://doi.org/10.1016/0898-1221(96)00035-1

zbMATH Keywords

Ornstein-Uhlenbeck processesautoregressive processHellinger transforms

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60)

Cites Work

• Linear stochastic systems with constant coefficients. A statistical approach
• Analysis of multiple model method for change detection of AR processes
• An upper bound on the probability of misclassification in terms of Matusita's measure of affinity
• The distribution of estimates of parameters of multidimensional stationary AR processes
• Hellinger transform of Gaussian autoregressive processes
• Filtered statistical models and Hellinger processes
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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