Clustering time series by linear dependency
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Publication:2329790
DOI10.1007/s11222-018-9830-6zbMath1430.62191OpenAlexW2892224330MaRDI QIDQ2329790
Publication date: 18 October 2019
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/32941
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05)
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