Threshold autoregressive models for interval-valued time series data
Yuying Sun, Ai Han, Yongmiao Hong, Shouyang Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Sun, Yuying ; Han, Ai ; Hong, Yongmiao ; Wang, Shouyang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 206.2018, 2, p. 414-446
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| Subject: | Asymmetric reaction | Interval-valued data | Minimum distance estimation | Nonlinearity | Symbolic data | Threshold autoregressive interval models | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.06.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110403