The bootstrap for testing the equality of two multivariate time series with an application to financial markets.
Ángel López-OrionaJosé Antonio VilarPublished in: Inf. Sci. (2022)
Keyphrases
- multivariate time series
- financial markets
- multivariate time series data
- stock market
- stock price
- temporal patterns
- temporal data
- dimension reduction
- autoregressive
- spatial structure
- risk management
- exchange rate
- human motion
- financial time series
- feature selection
- categorical data
- data mining techniques
- source code
- markov random field