The classification problem with autoregressive process

DOI10.1080/03610928708829413zbMath0614.62118OpenAlexW2145452916MaRDI QIDQ4721465

L. D. Broemeling, Mun S. Son

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829413

zbMATH Keywords

classificationautoregressive processinformal Bayesian inference

Mathematics Subject Classification ID

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

Related Items (2)

BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER ⋮ Discrimination of AR, MA and ARMA time series models

Cites Work

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• Time series discrimination by higher order crossings

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