Pages that link to "Item:Q4357248"
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The following pages link to A significance test for classifying arma models (Q4357248):
Displayed 32 items.
- Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
- A run length transformation for discriminating between auto regressive time series (Q288980) (← links)
- Noise fuzzy clustering of time series by autoregressive metric (Q478532) (← links)
- Classifying time series data: a nonparametric approach (Q734394) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Multi-sample test-based clustering for fuzzy random variables (Q962894) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
- Clustering heteroskedastic time series by model-based procedures (Q1023824) (← links)
- Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- Time series clustering based on nonparametric multidimensional forecast densities (Q1951146) (← links)
- GARCH-based robust clustering of time series (Q2013753) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany (Q2082463) (← links)
- Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques (Q2092446) (← links)
- A hierarchical clustering method for random intervals based on a similarity measure (Q2135850) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic (Q2317179) (← links)
- A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
- Clustering of time series using quantile autocovariances (Q2418275) (← links)
- Identifying financial time series with similar dynamic conditional correlation (Q2445570) (← links)
- Non-linear time series clustering based on non-parametric forecast densities (Q2445740) (← links)
- Spectral Decomposition of the AR Metric (Q2930694) (← links)
- Comparison of stationary time series using distribution-free methods (Q3297970) (← links)
- FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES (Q4819224) (← links)
- Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach (Q4831085) (← links)
- Tests for comparing time series of unequal lengths (Q4925447) (← links)
- The Autoregressive metric for comparing time series models (Q5148505) (← links)
- Clustering financial time series with variance ratio statistics (Q5247931) (← links)
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES (Q5386721) (← links)