Threshold autoregressive models for interval-valued time series data
DOI10.1016/j.jeconom.2018.06.009zbMath1452.62681OpenAlexW2804432385WikidataQ129474488 ScholiaQ129474488MaRDI QIDQ1792454
Ai Han, Yongmiao Hong, Yuying Sun, Shou-Yang Wang
Publication date: 12 October 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.06.009
minimum distance estimationnonlinearityinterval-valued dataasymmetric reactionsymbolic datathreshold autoregressive interval models
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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