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zbMath0541.62043MaRDI QIDQ3327528

Mirosław Krzyśko

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

classification asymptotic normality discrimination least squares estimators multivariate autoregressive processes probability of misclassification estimation of the true order

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) Bayesian inference (62F15)

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