Model-based fuzzy time series clustering of conditional higher moments

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera. Model-based fuzzy time series clustering of conditional higher moments. Int. J. Approx. Reasoning, 134:34-52, 2021. [doi]

Authors

Roy Cerqueti

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Massimiliano Giacalone

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Raffaele Mattera

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