Publication:2766502
From MaRDI portal
zbMath1098.62558MaRDI QIDQ2766502
Publication date: 28 January 2002
62M99: Inference from stochastic processes
Related Items
Time Series Clustering on Lower Tail Dependence for Portfolio Selection, The Autoregressive metric for comparing time series models, Time‐series clustering via quasi U‐statistics, Clustering multivariate time series using energy distance, A testing approach to clustering scalar time series, Comparing several parametric and nonparametric approaches to time series clustering: a simulation study, A periodogram-based metric for time series classification, Time series clustering based on forecast densities, Time series clustering and classification by the autoregressive metric, Dynamic tail dependence clustering of financial time series, Temporal clustering of time series via threshold autoregressive models: application to commodity prices, Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series, Time series clustering based on nonparametric multidimensional forecast densities, On the classification of financial data with domain agnostic features, Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages, A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany, A fragmented-periodogram approach for clustering big data time series, Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic, Clustering of biological time series by cepstral coefficients based distances