Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Temporal clustering of time series via threshold autoregressive models: application to commodity prices
scientific article

    Statements

    Temporal clustering of time series via threshold autoregressive models: application to commodity prices (English)
    0 references
    0 references
    0 references
    0 references
    2 March 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    time series clustering
    0 references
    spectral clustering
    0 references
    commodity prices
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references