Cluster analysis for non-Gaussian locally stationary processes

International Journal of Theoretical and Applied Finance

Volumn 9, Issue 1, 2006, Pages 113-132

  Hirukawa, Junichi ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

Chernoff; Cluster analysis; Kullback Leibler; Locally stationary process; Nonparametric spectral estimator; Peak robust

Indexed keywords

EID: 32644443607     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024906003457     Document Type: Article

References (13)

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