Discriminant analysis for locally stationary processes
type: Item
instance of: scholarly article
title: Discriminant analysis for locally stationary processes
zbMATH Open document ID: 1050.62066
author: Kenji Sakiyama
author: Masanobu Taniguchi
published in: Journal of Multivariate Analysis
publication date: 2004-10-01T00:00:00Z
Mathematics Subject Classification ID: 62H30
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 2105296
zbMATH Keywords: locally stationary vector process
zbMATH Keywords: classification criterion
zbMATH Keywords: time-varying spectral density matrix
zbMATH Keywords: misclassification probability
zbMATH Keywords: non-Gaussian robust
zbMATH Keywords: least favorable spectral density
zbMATH Keywords: influence function
describes a project that uses: astsa
MaRDI profile type: Publication
full work available at URL: j.jmva.2003.08.002
OpenAlex ID: W2084161525
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cites work: AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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DOI: 10.1016/J.JMVA.2003.08.002
description: scientific article; zbMATH DE number 2105296