Clustering Nonlinear, Nonstationary Time Series Using BSLEX
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s11009-016-9528-1/fulltext.html
Reference63 articles.
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3. Bauwens L, Rambouts JVK (2007) Bayesian clustering of many GARCH models. Econ Rev 26:365–386
4. Blandford RR (1993) Discrimination of earthquakes and explosions. Tech. rep., Air Force Technical Applications Center, Patrick Air Force Base, FL
5. Böhm H, Ombao H, von Sachs R, J S (2010) Classification of multivariate non-stationary signals: the slex-shrinkage approach. J Stat Plan Infer 140:3754–3763
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