Threshold autoregressive models for interval-valued time series data
type: Item
instance of: scholarly article
title: Threshold autoregressive models for interval-valued time series data
zbMATH Open document ID: 1452.62681
author: Yuying Sun
author: Ai Han
author: Yongmiao Hong
author: Shouyang Wang
published in: Journal of Econometrics
publication date: 2018-10-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6952369
zbMATH Keywords: asymmetric reaction
zbMATH Keywords: interval-valued data
zbMATH Keywords: minimum distance estimation
zbMATH Keywords: nonlinearity
zbMATH Keywords: symbolic data
zbMATH Keywords: threshold autoregressive interval models
describes a project that uses: SODAS
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.06.009
OpenAlex ID: W2804432385
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Wikidata QID: Q129474488
DOI: 10.1016/J.JECONOM.2018.06.009
description: scientific article; zbMATH DE number 6952369