Pages that link to "Item:Q1023824"

The following pages link to Clustering heteroskedastic time series by model-based procedures (Q1023824):

Displaying 29 items.

• Latent class models for financial data analysis: some statistical developments (Q257416) (← links)
• Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
• Clustering of discretely observed diffusion processes (Q962291) (← links)
• Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
• Dynamic tail dependence clustering of financial time series (Q1685205) (← links)
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
• GARCH-based robust clustering of time series (Q2013753) (← links)
• Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
• On the classification of financial data with domain agnostic features (Q2060754) (← links)
• On classifying the effects of policy announcements on volatility (Q2237181) (← links)
• Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
• Clustering nonlinear time series with neural network bootstrap forecast distributions (Q2237523) (← links)
• A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
• A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
• Clustering space-time series: FSTAR as a flexible STAR approach (Q2418089) (← links)
• Clustering of time series using quantile autocovariances (Q2418275) (← links)
• Clustering of financial time series in risky scenarios (Q2418377) (← links)
• Financial clustering in presence of dominant markets (Q2418401) (← links)
• Identifying financial time series with similar dynamic conditional correlation (Q2445570) (← links)
• Non-linear time series clustering based on non-parametric forecast densities (Q2445740) (← links)
• Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
• Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
• Spectral Decomposition of the AR Metric (Q2930694) (← links)
• Time Series Clustering on Lower Tail Dependence for Portfolio Selection (Q4561907) (← links)
• Volatility clustering in the presence of time-varying model parameters (Q5128972) (← links)
• Spatial effects in dynamic conditional correlations (Q5138022) (← links)
• The Autoregressive metric for comparing time series models (Q5148505) (← links)
• Italian contributions on some recent research topics in cluster analysis (Q5148604) (← links)
• A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521) (← links)