The second-order moments of the sample covariances for time series with missing observations.

Yonina Rosen Boaz Porat

Published in: IEEE Trans. Inf. Theory (1989)

Keyphrases

higher order
dynamic time warping
high order
abnormal patterns
small sample
sample size
missing values
missing data
long term
similarity search
data sets
stock market
computationally efficient
autoregressive
data samples
financial time series
subsequence matching
differential operators
pattern recognition