Time‐series clustering via quasi U‐statistics

DOI10.1111/j.1467-9892.2012.00793.xzbMath1281.62208OpenAlexW1586499019MaRDI QIDQ5397936

Marcio Valk, Aluísio S. Pinheiro

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00793.x

zbMATH Keywords

stationary time seriesnon-stationary time seriesnonparametric testshigher-order asymptoticstime-series clusteringtime-series classification

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Stationary stochastic processes (60G10)

Related Items

U-Statistical Inference for Hierarchical Clustering, Autoregressive mixture models for clustering time series, Clustering and classification problems in genetics through U-statistics

Uses Software

• SLEX

Cites Work

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