Some properties of the Hellinger transform and its application in classification problems
Explicit formulas for the Hellinger transforms are derived for the multidimensional AR(1) Gaussian processes and for one-dimensional Ornstein-Uhlenbeck processes. Upper and lower bounds are provided for the Hellinger transforms in the general discrete time case. An application to bound the probability of misclassification is also given.
scientific article; zbMATH DE number 915117