Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach
type: Item
instance of: scholarly article
title: Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach
author: Giovanni De Luca
author: Paola Zuccolotto
published in: International Journal of Approximate Reasoning
publication date: 2021-12-13T00:00:00Z
Mathematics Subject Classification ID: 68T37
zbMATH DE Number: 7443203
zbMATH Keywords: time series clustering
zbMATH Keywords: tail dependence
zbMATH Keywords: multivariate copula functions
zbMATH Keywords: hierarchical copula functions
zbMATH Keywords: hierarchical clustering
zbMATH Keywords: linkage
MaRDI profile type: Publication
full work available at URL: j.ijar.2021.09.004
OpenAlex ID: W3201510836
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DOI: 10.1016/J.IJAR.2021.09.004
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description: scientific article; zbMATH DE number 7443203