Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach
From MaRDI portal
Publication:2060787
DOI10.1016/j.ijar.2021.09.004OpenAlexW3201510836MaRDI QIDQ2060787
Paola Zuccolotto, Giovanni De Luca
Publication date: 13 December 2021
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2021.09.004
hierarchical clusteringtail dependencetime series clusteringlinkagehierarchical copula functionsmultivariate copula functions
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