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Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes

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  • Zhang, Guoqiang

Abstract

This paper deals with the higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes. Two discriminant statistics are given, then the higher-order approximations for the misclassification probabilities of them are derived. Using them, the higher-order difference of the misclassification probabilities is elucidated. Some numerical examples are also given.

Suggested Citation

  • Zhang, Guoqiang, 1994. "Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes," Statistics & Probability Letters, Elsevier, vol. 20(4), pages 259-268, July.
  • Handle: RePEc:eee:stapro:v:20:y:1994:i:4:p:259-268
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