Search Results - subject:"histogram-valued data"

Histogram-valued data on value at risk measures : a symbolic approach for risk attribution

Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010465633

Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns

González-Rivera, Gloria; Arroyo, Javier - In: International Journal of Forecasting 28 (2012) 1, pp. 20-33

Histogram time series (HTS) and interval time series (ITS) are examples of symbolic data sets. Though there have been methodological developments in a cross-sectional environment, they have been scarce in a time series setting. Arroyo, González-Rivera, and Maté (2011) analyze various...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011051455