Interval time series analysis with an application to the sterling-dollar exchange rate
DOI10.1007/s11424-008-9135-5zbMath1177.91113OpenAlexW2068708371MaRDI QIDQ732814
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
evaluation criteriainterval linear modelinterval stationarityinterval statisticsinterval stochastic processinterval-based estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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