Cluster Analysis for Stable Processes
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Publication:3585265
DOI10.1080/03610920802155460zbMath1318.62220MaRDI QIDQ3585265
Masanobu Taniguchi, Hiroshi Shiraishi, Tsutomu Watanabe
Publication date: 19 August 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802155460
discriminant analysis; linear process; functional limit theorem; stable process; integrated periodogram
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
60G52: Stable stochastic processes
Cites Work
- Spectral estimates and stable processes
- M-estimation for autoregression with infinite variance
- The integrated periodogram for stable processes
- Asymptotic theory of statistical inference for time series
- Discriminant analysis for locally stationary processes
- DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
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