Some properties of the Hellinger transform and its application in classification problems
type: Item
instance of: scholarly article
title: Some properties of the Hellinger transform and its application in classification problems
zbMATH Open document ID: 0854.60038
DOI: 10.1016/0898-1221(96)00035-1
publication date: 1996-08-11T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 915117
zbMATH Keywords: autoregressive process
zbMATH Keywords: Hellinger transforms
zbMATH Keywords: Ornstein-Uhlenbeck processes
author: István Fazekas
author: Friedrich Liese
MaRDI profile type: Publication
full work available at URL: 0898-1221(96)00035-1
OpenAlex ID: W1998747108
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 915117