Clustering of time series via non-parametric tail dependence estimation

By Fabrizio Durante, R. Pappadà, Nicola Torelli. Statistical Papers, 2014

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/252c6092a3f5dccedb7cc0b54d2b1833d9f45754