Nonlinear Time Series Clustering Based on Kolmogorov-Smirnov 2D Statistic

Keyphrases

• Cluster-based 100%
• Nonlinear Time Series 100%
• Kolmogorov-Smirnov Test 100%
• Time Series Clustering 100%
• Nonparametric 33%
• Two Dimensional 33%
• Analytic Tools 33%
• Model Assumptions 33%
• Parameter Estimation 33%
• Simulation Study 33%
• Common Model 33%
• Panel Time Series 33%
• Distance Measure 33%
• Clustering Methods 33%
• Dependence Structure 33%
• Common Parameter 33%
• Linearity Assumption 33%
• Nonlinear Serial Dependence 33%

Mathematics

• Kolmogorov-Smirnov Test 100%
• Simulation Study 50%
• Common Share 50%
• Parameter Estimate 50%
• Real Data 50%
• Serial Dependence 50%
• Clustering 50%
• Dependence Structure 50%
• Clustering Method 50%