Modeling and forecasting interval time series with threshold models

DOI10.1007/s11634-014-0170-xzbMath1414.62076OpenAlexW2039480584MaRDI QIDQ2418385

Paulo M. M. Rodrigues, Nazarii Salish

Publication date: 3 June 2019

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-014-0170-x

zbMATH Keywords

time seriesnonlinearitiesthreshold modelscombined forecastsinterval-valued dataS{\&}P500 index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

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