Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787)
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scientific article; zbMATH DE number 7443203
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| English | Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach |
scientific article; zbMATH DE number 7443203 |
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Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (English)
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13 December 2021
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time series clustering
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tail dependence
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multivariate copula functions
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hierarchical copula functions
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hierarchical clustering
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linkage
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0.89983445
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0.88758963
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0.86186117
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0.8588192
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0.8540509
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0.8538709
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