Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function

Abstract The effect of serial correlation of the training samples on the error rates associated with the sample linear disciminant function has been studied recently by Tubbs.(1) This paper investigates the effect of serial correlation under more general conditions. Also, it is noted that the asymptotic expansion of the change in the expected error rate differs from that given by Tubbs.(1)