Non-linear time series clustering based on non-parametric forecast densities
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Publication:2445740
DOI10.1016/j.csda.2009.02.015zbMath1284.62575MaRDI QIDQ2445740
Andrés M. Alonso, Juan Manuel Vilar, José Antonio Vilar
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.02.015
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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