José A. Vilar

Available identifiers

zbMath Open vilar.jose-antonioMaRDI QIDQ734392

List of research outcomes

Publication	Date of Publication	Type
The bootstrap for testing the equality of two multivariate time series with an application to financial markets	2024-04-11	Paper
Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques	2022-11-02	Paper
Bootstrapping regression models with locally stationary disturbances	2021-11-22	Paper
Robust fuzzy clustering based on quantile autocovariances	2021-06-03	Paper
Two‐sample homogeneity testing: A procedure based on comparing distributions of interpoint distances	2020-10-14	Paper
https://portal.mardi4nfdi.de/entity/Q3295318	2020-07-08	Paper
Clustering of time series using quantile autocovariances	2019-06-03	Paper
Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series	2018-10-16	Paper
Comparing several parametric and nonparametric approaches to time series clustering: a simulation study	2016-05-25	Paper
Generalised variance function estimation for binary variables in large-scale sample surveys	2016-04-27	Paper
Non-linear time series clustering based on non-parametric forecast densities	2014-04-14	Paper
Time series clustering based on nonparametric multidimensional forecast densities	2013-05-29	Paper
A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence	2012-05-18	Paper
Classifying time series data: a nonparametric approach	2009-10-13	Paper
Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach	2004-12-20	Paper
Finite sample performance of density estimators from unequally spaced data	2000-01-01	Paper
Kernel estimation of the regression function with random sampling times	1996-06-23	Paper

Research outcomes over time

This page was built for person: José A. Vilar