Discriminant analysis for non-gaussian vector stationary processes

DOI10.1080/10485259608832698zbMath0925.62392OpenAlexW2086322195MaRDI QIDQ4344665

Yoshihide Kakizawa

Publication date: 23 November 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259608832698

zbMATH Keywords

discriminant analysisstationary processmisclassification probabilityspectral density matrixnon-Gaussian robustness

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach ⋮ Discriminant analysis based on binary time series ⋮ Empirical likelihood approach toward discriminant analysis for dynamics of stable processes

Cites Work

• A central limit theorem for stationary processes and the parameter estimation of linear processes
• CLASSIFICATION OF TEXTURES USING SECOND-ORDER SPECTRA
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
• Nonparametric approach for discriminant analysis in time series
• SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY
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