Exploring long-memory process in the prediction of interval-valued financial time series and its application (Q6130997)

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scientific article; zbMATH DE number 7827325
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Exploring long-memory process in the prediction of interval-valued financial time series and its application
scientific article; zbMATH DE number 7827325

    Statements

    Exploring long-memory process in the prediction of interval-valued financial time series and its application (English)
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    3 April 2024
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    ARFIMAX-FIGARCH
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    interval-valued time series
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    IV-VARFIMA
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    long-memory process
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    WTI crude oil futures price
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