Set-valued and interval-valued stationary time series

DOI10.1016/j.jmva.2015.12.010zbMath1332.62347OpenAlexW2204708286MaRDI QIDQ5964284

Zhong-Zhan Zhang, Shou-mei Li, Xun Wang

Publication date: 29 February 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.12.010

zbMATH Keywords

uncertainty quantification\(D_p\) metricinterval-valued time seriesset-valued stationary process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General methods in interval analysis (65G40)

Related Items

Model averaging for interval-valued data, A constrained interval-valued linear regression model: a new heteroscedasticity estimation method, Composite likelihood methods for histogram-valued random variables, Analysis of dependent data aggregated into intervals, A fuzzy set-valued autoregressive moving average model and its applications

Uses Software

• FinTS
• itsmr

Cites Work

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