Temporal clustering of time series via threshold autoregressive models: application to commodity prices

Sipan Aslan, Ceylan Yozgatligil, Cem Iyigun. Temporal clustering of time series via threshold autoregressive models: application to commodity prices. Annals OR, 260(1-2):51-77, 2018. [doi]

Authors

Sipan Aslan

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Ceylan Yozgatligil

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Cem Iyigun

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