A fragmented-periodogram approach for clustering big data time series

Clustering financial time series with variance ratio statistics

(2012) João A. Bastos et al.   QUANTITATIVE FINANCE

Estimation of latent factors for high-dimensional time series

(2011) C. Lam et al.   BIOMETRIKA

A two-step estimator for large approximate dynamic factor models based on Kalman filtering

(2011) Catherine Doz et al.   JOURNAL OF ECONOMETRICS

Clustering Heart Rate Dynamics Is Associated with β-Adrenergic Receptor Polymorphisms: Analysis by Information-Based Similarity Index

(2011) Albert C. Yang et al.   PLoS One

Identifying common dynamic features in stock returns

(2010) Jorge Caiado et al.   QUANTITATIVE FINANCE

Comparison of Times Series with Unequal Length in the Frequency Domain

(2009) Jorge Caiado et al.   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Identifying financial time series with similar dynamic conditional correlation

(2009) Edoardo Otranto   COMPUTATIONAL STATISTICS & DATA ANALYSIS