✦ LIBER ✦
Discriminant Analysis for Regression Models with Stationary Long-Memory Disturbances
✍ Scribed by Guoqiang Zhang
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 746 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0047-259X
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✦ Synopsis
We shall consider the problems of classifying an observation from regression model with stationary long-memory or short-memory disturbances into one of two populations described by the mean functions of the model. We use the log-likelihood ratio as a discrimant statistic which is optimal in the sense of its minimizing the misclassification probabilities. Then we confirm the theoretical results by some simple polynomial regression models.
1997 Academic Press Z i (t) ; ( j ) i += t , j=1, 2, (1.1