Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach
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Publication:2060787
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Cites work
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- Hierarchies of Archimedean copulas
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Cited in
(8)- Quantile-based fuzzy C-means clustering of multivariate time series: robust techniques
- A double clustering algorithm for financial time series based on extreme events
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
- Clustering of time series via non-parametric tail dependence estimation
- Time series clustering method based on centered Copula function similarity measure
- Improved interval type-2 fuzzy K-means clustering based on adaptive iterative center with new defuzzification method
- Time series clustering and classification
- Comonotonic-based time series clustering with constraints: a review and a conceptual framework
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