Interval time series analysis with an application to the sterling-dollar exchange rate

Journal of Systems Science and Complexity

Volumn 21, Issue 4, 2008, Pages 550-565

  Han, Ai ^a   Hong, Yongmiao ^b   Lai, K K ^c   Wang, Shouyang ^a  

^a INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^b Cornell University ^*  (United States)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Evaluation criteria; Interval linear model; Interval stationarity; Interval statistics; Interval stochastic process; Interval based estimation

Indexed keywords

ECONOMICS; FINANCE; HARMONIC ANALYSIS; RANDOM PROCESSES; STATISTICS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

EVALUATION CRITERIA; EXCHANGE RATES; INTERVAL METHODS; INTERVAL TIME SERIES; LINEAR MODELING; OPTIMIZATION APPROACH; STATIONARITY; TIME-SERIES DATA;

TIME SERIES ANALYSIS;

EID: 55649087794     PISSN: 10096124     EISSN: 15597067     Source Type: Journal    
DOI: 10.1007/s11424-008-9135-5     Document Type: Article

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