Cluster analysis for stable processes
DOI10.1080/03610920802155460zbMATH Open1318.62220OpenAlexW1997557823MaRDI QIDQ3585265FDOQ3585265
Authors: Tsutomu Watanabe, Hiroshi Shiraishi, Masanobu Taniguchi 
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
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Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Stable stochastic processes (60G52)
Cites Work
- Title not available (Why is that?)
- Asymptotic theory of statistical inference for time series
- Discriminant analysis for locally stationary processes
- M-estimation for autoregression with infinite variance
- The integrated periodogram for stable processes
- DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
- Spectral estimates and stable processes
Cited In (5)
- A testing approach to clustering scalar time series
- Discriminant analysis for dynamics of stable processes
- Classification rules for stable distributions
- Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities
- On the classification of financial data with domain agnostic features
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