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Persistent link: https://www.econbiz.de/10011530304
Modelling and forecasting symbolic data, especially interval-valued time series (ITS) data, has received considerable attention in statistics and related fields. The core of available methods on ITS analysis is based on various applications of conventional linear modelling. However, few works...
Persistent link: https://www.econbiz.de/10012921213
Modelling and forecasting symbolic data, especially interval-valued time series (ITS) data, has received considerable attention in statistics and related fields. The core of available methods on ITS analysis is based on various applications of conventional linear modelling. However, few works...
Persistent link: https://www.econbiz.de/10012921222
Persistent link: https://www.econbiz.de/10012624525
Persistent link: https://www.econbiz.de/10012110403
We propose two parsimonious autoregressive conditional interval-valued (ACI) models to forecast crude oil prices. The ACI models are a new class of time series models proposed by Han et al. (2009). They can characterize the dynamics of economic variables in both level and range of variation in a...
Persistent link: https://www.econbiz.de/10010892116
Modelling and forecasting interval-valued time series (ITS) have received increasing attention in statistics and econometrics. An interval-valued observation contains more information than a point-valued observation in the same time period. The previous literature has mainly considered modelling...
Persistent link: https://www.econbiz.de/10015365803