Cluster Analysis for Stable Processes

DOI10.1080/03610920802155460zbMath1318.62220OpenAlexW1997557823MaRDI QIDQ3585265

Masanobu Taniguchi, Hiroshi Shiraishi, Tsutomu Watanabe

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802155460

zbMATH Keywords

discriminant analysislinear processfunctional limit theoremstable processintegrated periodogram

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Stable stochastic processes (60G52)

Related Items (1)

A testing approach to clustering scalar time series

Cites Work

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• Spectral estimates and stable processes
• M-estimation for autoregression with infinite variance
• The integrated periodogram for stable processes
• Asymptotic theory of statistical inference for time series
• Discriminant analysis for locally stationary processes
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

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