Classifying time series data: a nonparametric approach

DOI10.1007/s00357-009-9030-3zbMath1276.62042OpenAlexW2020233561MaRDI QIDQ734394

Juan Manuel Vilar, Sonia Pértega, José Antonio Vilar

Publication date: 13 October 2009

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-009-9030-3

zbMATH Keywords

time serieshypothesis testingcluster analysisnonparametric methods

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

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