Temporal clustering of time series via threshold autoregressive models: application to commodity prices
Crossref DOI link: https://doi.org/10.1007/s10479-017-2659-0
Published Online: 2017-10-05
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aslan, Sipan
Yozgatligil, Ceylan
Iyigun, Cem
License valid from 2017-10-05
