SOME PROPERTIES OF THE HELLINGER TRANSFORM AND ITS APPLICATION IN CLASSIFICATION PROBLEMS

Authors
FAZEKAS I LIESE F
Citation
I. Fazekas et F. Liese, SOME PROPERTIES OF THE HELLINGER TRANSFORM AND ITS APPLICATION IN CLASSIFICATION PROBLEMS, Computers & mathematics with applications, 31(8), 1996, pp. 107-116
Citations number
16
Categorie Soggetti
Computer Sciences",Mathematics,"Computer Science Interdisciplinary Applications
Journal title
Computers & mathematics with applications → ACNP
ISSN journal
08981221
Volume
31
Issue
8
Year of publication
1996
Pages
107 - 116
Database
ISI
SICI code
0898-1221(1996)31:8<107:SPOTHT>2.0.ZU;2-4
Abstract
The Hellinger transform for stochastic processes is studied. The Helli nger transform is calculated for multidimensional Gaussian autoregress ive processes and for Ornstein-Uhlenbeck processes.