A testing approach to clustering scalar time series

DOI10.1111/jtsa.12706OpenAlexW4381094188MaRDI QIDQ6135376

Daniel Peña, Ruey S. Tsay

Publication date: 24 August 2023

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

Full work available at URL: https://doi.org/10.1111/jtsa.12706

zbMATH Keywords

hierarchical clusteringdistancesimilaritygap statisticdendrogramautogressive sieve bootstrapsilhouette statistic

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bootstrap, jackknife and other resampling methods (62F40) Inference from stochastic processes (62Mxx)

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