Pages that link to "Item:Q625643"
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The following pages link to Different approaches to forecast interval time series: a comparison in finance (Q625643):
Displaying 14 items.
- A two-step method for interpolating interval data based on cubic Hermite polynomial models (Q821673) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
- Model averaging for interval-valued data (Q2140226) (← links)
- Analysis of dependent data aggregated into intervals (Q2237827) (← links)
- Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
- Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling (Q4554258) (← links)
- Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda) (Q5009664) (← links)
- Forecasting interval-valued crude oil prices using asymmetric interval models (Q5051977) (← links)
- Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series (Q5083537) (← links)
- Modeling the Variance of Return Intervals Toward Volatility Prediction (Q5121008) (← links)
- Regression model for interval-valued variables based on copulas (Q5130314) (← links)
- An exploratory data analysis in scale-space for interval-valued data (Q5138195) (← links)
- Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models (Q5862427) (← links)
- Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron (Q6500351) (← links)
