Model-based clustering of multiple time series
Year of publication: |
2008
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Authors: | Frühwirth-Schnatter, Sylvia ; Kaufmann, Sylvia |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 26.2008, 1, p. 78-89
|
Subject: | Zeitreihenanalyse | Time series analysis | Clusteranalyse | Cluster analysis | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
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