Listar Modelización, Optimización e Inferencia Estadística (MODES) por autor "Lopez-Oriona, Ángel"
Mostrando ítems 1-2 de 2
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Hard and soft clustering of categorical time series based on two novel distances with an application to biological sequences
Lopez-Oriona, Ángel; Vilar, José; D'Urso, Pierpaolo (Elsevier, 2023)[Abstract]: Two novel distances between categorical time series are introduced. Both of them measure discrepancies between extracted features describing the underlying serial dependence patterns. One distance is based on ... -
The bootstrap for testing the equality of two multivariate time series with an application to financial markets
Lopez-Oriona, Ángel; Vilar, José (Elsevier, 2022)[Abstract]: The problem of testing the equality of the generating processes of two multivariate time series is addressed in this work. To this aim, we construct four tests based on a distance measure between stochastic ...