• DocumentCode
    936762
  • Title

    The discriminant analysis of multivariate time series (Corresp.)

  • Author

    Krzysko, Miroslaw

  • Volume
    29
  • Issue
    4
  • fYear
    1983
  • fDate
    7/1/1983 12:00:00 AM
  • Firstpage
    612
  • Lastpage
    614
  • Abstract
    Discrimination among multivariate autoregressive processes by Bayes´ method is described. The determination of the true order of the multivariate autoregressive equation is also investigated; the estimator of the true order is obtained by minimizing the posterior risk.
  • Keywords
    Autoregressive processes; Bayes procedures; Pattern classification; Autoregressive processes; Bayesian methods; Covariance matrix; Difference equations; Mathematics; Random variables; Stochastic processes; Stochastic systems; Time measurement; Time series analysis;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1983.1056699
  • Filename
    1056699
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=936762