Wang, Yongning; Tsay, Ruey S. Clustering multiple time series with structural breaks. (English) Zbl 1419.62252 J. Time Ser. Anal. 40, No. 2, 182-202 (2019). MSC: 62M10 91B84 62M20 62F15 62H30 60J10 62P20 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{R. S. Tsay}, J. Time Ser. Anal. 40, No. 2, 182--202 (2019; Zbl 1419.62252) Full Text: DOI
Chambers, Marcus J. The calculation of some limiting distributions arising in near-integrated models with GLS detrending. (English) Zbl 1325.62162 J. Time Ser. Anal. 36, No. 4, 562-586 (2015). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{M. J. Chambers}, J. Time Ser. Anal. 36, No. 4, 562--586 (2015; Zbl 1325.62162) Full Text: DOI Link
Coke, Geoffrey; Tsao, Min Random effects mixture models for clustering electrical load series. (English) Zbl 1226.91048 J. Time Ser. Anal. 31, No. 6, 451-464 (2010). MSC: 91B84 62H30 62M10 PDFBibTeX XMLCite \textit{G. Coke} and \textit{M. Tsao}, J. Time Ser. Anal. 31, No. 6, 451--464 (2010; Zbl 1226.91048) Full Text: DOI
Spezia, Luigi Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes. (English) Zbl 1222.62110 J. Time Ser. Anal. 31, No. 1, 1-11 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 60J99 62F15 62H12 65C60 PDFBibTeX XMLCite \textit{L. Spezia}, J. Time Ser. Anal. 31, No. 1, 1--11 (2010; Zbl 1222.62110) Full Text: DOI
Metaxoglou, Konstantinos; Smith, Aaron Maximum likelihood estimation of VARMA models using a state-space EM algorithm. (English) Zbl 1150.62060 J. Time Ser. Anal. 28, No. 5, 666-685 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M20 62M10 65C60 PDFBibTeX XMLCite \textit{K. Metaxoglou} and \textit{A. Smith}, J. Time Ser. Anal. 28, No. 5, 666--685 (2007; Zbl 1150.62060) Full Text: DOI