Pages that link to "Item:Q5247931"
From MaRDI portal
The following pages link to Clustering financial time series with variance ratio statistics (Q5247931):
Displaying 10 items.
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
- Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes (Q2008644) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Clustering high-frequency financial time series based on information theory (Q6580687) (← links)
