scientific article

zbMath1098.62558MaRDI QIDQ2766502

Pedro Galeano, Daniel Peña

Publication date: 28 January 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Inference from stochastic processes (62M99)

Related Items (19)

Comparing several parametric and nonparametric approaches to time series clustering: a simulation study ⋮ Time Series Clustering on Lower Tail Dependence for Portfolio Selection ⋮ A fragmented-periodogram approach for clustering big data time series ⋮ Dynamic tail dependence clustering of financial time series ⋮ Clustering multivariate time series using energy distance ⋮ A testing approach to clustering scalar time series ⋮ Clustering of biological time series by cepstral coefficients based distances ⋮ Temporal clustering of time series via threshold autoregressive models: application to commodity prices ⋮ Time series clustering based on nonparametric multidimensional forecast densities ⋮ Time‐series clustering via quasi U‐statistics ⋮ A periodogram-based metric for time series classification ⋮ Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series ⋮ Time series clustering based on forecast densities ⋮ The Autoregressive metric for comparing time series models ⋮ Time series clustering and classification by the autoregressive metric ⋮ On the classification of financial data with domain agnostic features ⋮ Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages ⋮ Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic ⋮ A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany

This page was built for publication: