Intertemporal similarity of economic time series : an application of dynamic time warping
Year of publication: |
[2018]
|
---|---|
Authors: | Franses, Philip Hans ; Wiemann, Thomas |
Publisher: |
[Rotterdam] : Econometric Institute, Erasmus School of Economics |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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