BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER

DOI10.1081/STA-100104354zbMath1008.62666MaRDI QIDQ4540647

Alyaa Zahran, A. Daïf, Samir Moustafa Shaarawy

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Time series discrimination by higher order crossings
• Disoominkfrcn between gaussian time series based on their spectral differences
• The classification problem with autoregressive process
• Bayesian classification with multivariate autoregressive sources that might have different orders
• Some tests of separate families of hypotheses in time series analysis
• Unnamed Item

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