Discrimination between Stationary Gaussian Time Series

M. Krzyśko and J. Wachowiak
Additional contact information
M. Krzyśko: Adam Mickiewicz University, Institute of Mathematics
J. Wachowiak: Adam Mickiewicz University, Institute of Mathematics

A chapter in Mathematical Statistics and Probability Theory, 1987, pp 139-146 from Springer

Abstract: Abstract In the present paper discrimination among multivariate Gaussian processes by Bayes method is described. Associated with any classification rule are the probabilities of misclassifying an observation. To calculate these probabilities we must know the distribution of the discriminant function. The exact distribution of the discriminant function is very complicated and not useful in practice. Now, the limit distribution of the discriminant function is investigated. The result is based on Lapunov’s central limit theorem for series.

Keywords: Discriminant Function; Classification Rule; Exact Distribution; Stationary Gaussian Process; Linear Statistical Inference (search for similar items in EconPapers)
Date: 1987
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-3965-3_13

Ordering information: This item can be ordered from
http://www.springer.com/9789400939653

DOI: 10.1007/978-94-009-3965-3_13

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().