Different approaches to forecast interval time series: a comparison in finance
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Publication:625643
DOI10.1007/s10614-010-9230-2zbMath1206.91087OpenAlexW2078301133MaRDI QIDQ625643
Carlos Maté, Javier Arroyo, Rosa Espínola
Publication date: 25 February 2011
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-010-9230-2
interval arithmeticartificial neural networksexponential smoothinginterval datanearest neighbors methodsvector autoregressive models
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
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