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Linear discriminant function for complex normal time series

Author

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  • Chaudhuri, G.

Abstract

The problem of classifying a complex normal time series is considered via maximizing the Bhattacharyya distance. Results are analogous to those in the real case considered in Chaudhuri et al. (1991a,b).

Suggested Citation

  • Chaudhuri, G., 1992. "Linear discriminant function for complex normal time series," Statistics & Probability Letters, Elsevier, vol. 15(4), pages 277-279, November.
    • Handle: RePEc:eee:stapro:v:15:y:1992:i:4:p:277-279
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    Cited by:

    1. Galeano, Pedro, 2001. "Multivariate analysis in vector time series," DES - Working Papers. Statistics and Econometrics. WS ws012415, Universidad Carlos III de Madrid. Departamento de Estadística.

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