Interval time series analysis with an application to the sterling-dollar exchange rate

DOI10.1007/s11424-008-9135-5zbMath1177.91113MaRDI QIDQ732814

D. Kharzeev

Publication date: 15 October 2009

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-008-9135-5

zbMATH Keywords

evaluation criteria; interval linear model; interval stationarity; interval statistics; interval stochastic process; interval-based estimation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

Uses Software

• Statool