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]
@article{AslanYI18,
title = {Temporal clustering of time series via threshold autoregressive models: application to commodity prices},
author = {Sipan Aslan and Ceylan Yozgatligil and Cem Iyigun},
year = {2018},
doi = {10.1007/s10479-017-2659-0},
url = {https://doi.org/10.1007/s10479-017-2659-0},
researchr = {https://researchr.org/publication/AslanYI18},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {260},
number = {1-2},
pages = {51-77},
}