Modeling and forecasting interval time series with threshold models (Q2418385)
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scientific article
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English | Modeling and forecasting interval time series with threshold models |
scientific article |
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Modeling and forecasting interval time series with threshold models (English)
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3 June 2019
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interval-valued data
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time series
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nonlinearities
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threshold models
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combined forecasts
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S{\&}P500 index
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