La Rocca, Michele; Giordano, Francesco; Perna, Cira Clustering nonlinear time series with neural network bootstrap forecast distributions. (English) Zbl 1520.62109 Int. J. Approx. Reasoning 137, 1-15 (2021). MSC: 62M10 62H30 68T05 91B84 PDFBibTeX XMLCite \textit{M. La Rocca} et al., Int. J. Approx. Reasoning 137, 1--15 (2021; Zbl 1520.62109) Full Text: DOI
Górecki, Tomasz; Krzyśko, Mirosław; Waszak, Łukasz; Wołyński, Waldemar Selected statistical methods of data analysis for multivariate functional data. (English) Zbl 1392.62173 Stat. Pap. 59, No. 1, 153-182 (2018). Reviewer: Fabrizio Durante (Lecce) MSC: 62H25 62H30 62P20 91B84 PDFBibTeX XMLCite \textit{T. Górecki} et al., Stat. Pap. 59, No. 1, 153--182 (2018; Zbl 1392.62173) Full Text: DOI
De Luca, Giovanni; Zuccolotto, Paola Time series clustering on lower tail dependence for portfolio selection. (English) Zbl 1418.91463 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 131-140 (2014). MSC: 91G10 62P05 62M10 PDFBibTeX XMLCite \textit{G. De Luca} and \textit{P. Zuccolotto}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10--12, 2012. Cham: Springer. 131--140 (2014; Zbl 1418.91463) Full Text: DOI
Vilar, J. A.; Alonso, A. M.; Vilar, J. M. Non-linear time series clustering based on non-parametric forecast densities. (English) Zbl 1284.62575 Comput. Stat. Data Anal. 54, No. 11, 2850-2865 (2010). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{J. A. Vilar} et al., Comput. Stat. Data Anal. 54, No. 11, 2850--2865 (2010; Zbl 1284.62575) Full Text: DOI