Discriminant analysis for locally stationary processes

By K. Sakiyama, M. Taniguchi. 2004

68 citations recorded by the source corpus.

Subfields: Analytical Chemistry, Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/22f806d6c08634d033627d4b457703ad7feed13d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Analytical Chemistry

1. Rainer Dahlhaus

In Control and Systems Engineering

1. Rainer Dahlhaus
2. S. Rao
3. Carsten Jentsch
4. Thomas Lux

In Statistics and Probability

1. Rainer Dahlhaus
2. R. von Sachs
3. Efstathios Paparoditis
4. Wolfgang Polonik
5. Holger Dette

Citations in the corpus

• Locally Stationary Processes (2011, methodology): “Discrimination Analysis: Discrimination Analysis for locally stationary processes based on the Kullback-Leibler divergence as a classification criterion has been investigated in Sakiyama and Taniguchi (2004) and for multivariate processes in Hirukawa (2004).”
• Local inference for locally stationary time series based on the empirical spectral measure (2009, methodology): “…processes, Fryzlewicz, Sapatinas and Subba Rao (2006) on locally stationary volatility estimation, Moulines, Priouret and Roueff (2005) on recursive estimation for time varying autoregressive processes and Sakiyama and Taniguchi (2004) on discriminant analysis for locally stationary processes.”