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Estimating the drift time for processes subject to linear trend disturbance using fuzzy statistical clustering

Kazemi, Mohammad Sadegh; Bazargan, Hamid; Yaghoobi, … - In: International journal of production research 52 (2014) 11, pp. 3317-3330

Persistent link: https://www.econbiz.de/10010355756

Multivariate GARCH models with correlation clustering

So, Mike K. P.; Yip, Iris W. H. - In: Journal of forecasting 31 (2012) 5, pp. 443-468

Persistent link: https://www.econbiz.de/10009582107

Multivariate GARCH Models with Correlation Clustering

So, Mike K. P. - 2010

This paper proposes a new clustered correlation multivariate GARCH model (CC-MGARCH) that allows conditional correlations to form clusters. This model can generalize the time-varying correlation structure in Tse and Tsui (2002) by determining a natural grouping of the correlations among the...

Persistent link: https://www.econbiz.de/10013148121

Standard errors for panel data models with unknown clusters

Bai, Jushan; Choi, Sung Hoon; Liao, Yuan - In: Journal of econometrics 240 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015075111

Spectral clustering with variance information for group structure estimation in panel data

Yu, Lu; Gu, Jiaying; Volgushev, Stanislav - In: Journal of econometrics 241 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10015075141

Novel pruning based hierarchical agglomerative clustering for mining outliers in financial time series

Wang, D.; Fortier, P. J.; Michel, H. E. - In: Computational finance and its applications III : …, (pp. 33-42). 2008

Persistent link: https://www.econbiz.de/10003713245

Clustering categorical data based on distance vectors

Zhang, Peng; Wang, Xiaogang; Song, Peter X.-K. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 355-367

Persistent link: https://www.econbiz.de/10003309886

A time series knowledge mining framework exploiting the synergy between subsequence clustering and predictive Markovian models

Georgescu, Vasile - In: Fuzzy economic review : the review of the International … 14 (2009) 1, pp. 41-66

Persistent link: https://www.econbiz.de/10003865174

Spectral methods for graph clustering : a survey

Nascimento, Mariá C. V.; Carvalho, André C. P. L. F. de - In: European journal of operational research : EJOR 211 (2011) 2, pp. 221-231

Persistent link: https://www.econbiz.de/10008905405

Trends and cycles of tech-pole housing prices

Kang, Wensheng - In: The journal of economics 35 (2009) 2, pp. 61-79

Persistent link: https://www.econbiz.de/10008825094

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