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Discrimination and clustering for multivariate time series

Author
KAKIZAWA, Y1 ; SHUMWAY, R. H2 ; TANIGUCHI, M3
[1] Faculty of Economics, Hokkaido University, Sapporo 060, Japan
[2] Division of Statistics, University of California, Davis, CA 95616, United States
[3] Department of Mathematical Science, Osaka University, Toyonaka 560, Japan
Source

Journal of the American Statistical Association. 1998, Vol 93, Num 441, pp 328-340 ; ref : 39 ref

CODEN
JSTNAL
ISSN
0162-1459
Scientific domain
Mathematics
Publisher
American Statistical Association, Alexandria, VA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Analyse covariance Analyse spectrale Classification Information utile Mesure information Robustesse estimateur Séismologie Série temporelle Taux erreur Information Kullback Leibler
Keyword (en)
Covariance analysis Spectral analysis Classification Useful information Information measure Estimator robustness Seismology Time series Error rate Kullback Leibler information
Keyword (es)
Análisis covariancia Análisis espectral Clasificación Información útil Medida información Robustez estimador Sismología Serie temporal Indice error Información Kullback Leibler
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02C Sufficiency and information

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
2267304

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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