Time‐series clustering via quasi U‐statistics

DOI10.1111/j.1467-9892.2012.00793.xzbMath1281.62208MaRDI QIDQ5397936

Marcio Valk, Aluísio S. Pinheiro

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00793.x

zbMATH Keywords

stationary time series; non-stationary time series; nonparametric tests; higher-order asymptotics; time-series clustering; time-series classification

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62H30: Classification and discrimination; cluster analysis (statistical aspects)

60G10: Stationary stochastic processes

Related Items

Clustering and classification problems in genetics through U-statistics, U-Statistical Inference for Hierarchical Clustering, Autoregressive mixture models for clustering time series

Uses Software

• SLEX

Cites Work

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