Clustering High-Dimensional Time Series Based on Parallelism (Q5327288): Difference between revisions

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+Unsupervised Curve Clustering using B‐Splines
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+Regularized estimation of large covariance matrices
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+Trending time-varying coefficient time series models with serially correlated errors
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+Correlation-Based Functional Clustering via Subspace Projection
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+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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+On the Kullback-Leibler information divergence of locally stationary processes
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+Fitting time series models to nonstationary processes
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+Testing for Parallelism Among Trends in Multiple Time Series
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+Some higher-order theory for a consistent non-parametric model specification test
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+A proposal for robust curve clustering
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+Optimal bandwidth selection in nonparametric regression function estimation
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+Comparing the shapes of regression functions
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+Improved Estimation of Dissimilarities by Presmoothing Functional Data
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+Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
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+Adaptive covariance estimation of locally stationary processes
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+SLEX Analysis of Multivariate Nonstationary Time Series
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+Nonparametric regression with correlated errors.
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+CATS
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+Clustering functional data
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+Testing parametric assumptions of trends of a nonstationary time series
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+Inference of time-varying regression models
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