Modeling and forecasting interval time series with threshold models (Q2418385)

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Modeling and forecasting interval time series with threshold models
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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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