Title of article :
Some properties of the Hellinger transform and its application in classification problems
Author/Authors :
Karah I. Fazekas، نويسنده , , F. Liese، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1996
Abstract :
The Hellinger transform for stochastic processes is studied. The Hellinger transform is calculated for multidimensional Gaussian autoregressive processes and for Ornstein-Uhlenbeck processes.
Keywords :
Hellinger transform , Radon-Nikodym derivative , Multidimensional Gaussian autoregressive process , Ornstein-Uhlenbeck process
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications
