Threshold autoregressive models for interval-valued time series data
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Cited in
(23)- Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
- Model averaging for interval-valued data
- Analysis of dependent data aggregated into intervals
- Modeling and forecasting interval time series with threshold models
- Brexit and its impact on the US stock market
- Symbolic interval-valued data analysis for time series based on auto-interval-regressive models
- Quantile self-exciting threshold autoregressive time series models
- Uncertainty shocks of Trump election in an interval model of stock market
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- Determining the number of breaks in high-dimensional factor models with interval-valued data
- Composite multiscale interval cross-sample entropy based on interval similarity measure
- On Smooth Transition Interval Autoregressive Models
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