Some Developments in Clustering Analysis on Stochastic Processes

Qidi Peng, Nan Rao and Ran Zhao
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Nan Rao: Institute of Mathematical Sciences, Claremont Graduate University, USA
Ran Zhao: Drucker School of Management and Institute of Mathematical Sciences, Claremont Graduate University, USA

Biostatistics and Biometrics Open Access Journal, 2019, vol. 9, issue 3, 72-77

Abstract: We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes are ergodic and the dissimilarity measure satisfies the triangle inequality. Examples are provided when the processes are distribution ergodic, covariance ergodic and locally asymptotically self-similar, respectively.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:9:y:2019:i:3:p:72-77

DOI: 10.19080/BBOAJ.2019.09.555764

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