SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Constrained Regression for Interval-Valued Data
3 references·12 citing·42 second hop
Constrained Regression for Interval-Valued Data (2013)Constrained Regression for Interval-Value…Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (1997)Asymptotic Bias for Quasi-Max…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes (1988)Some Invariance Principles an…Interval time series forecasting: A systematic literature review (2023)Interval time series forecast…Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors (2022)Probability distribution fore…Model averaging for interval-valued data (2021)Model averaging for interval-…Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models (2021)Forecasting crude oil price i…Uncertainty shocks of Trump election in an interval model of stock market (2020)Uncertainty shocks of Trump e…Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach (2020)Assessing the price dynamics …An information-theoretic approach for forecasting interval-valued SP500 daily returns (2020)An information-theoretic appr…Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling (2018)Asymmetric pass-through of oi…Dynamic Quantile Function Models (2017)Dynamic Quantile Function Mod…Regime change analysis of interval-valued time series with an application to PM10 (2015)Regime change analysis of int…Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data (2015)Interval-valued time series m…Autoregressive Conditional Models for Interval-Valued Time Series Data (2012)Autoregressive Conditional Mo…Chapter 45 Estimation and inference for dependent processes (1994)Handbook of Empirical Economics and Finance (2010)Modeling and forecasting interval time series with threshold models (2014)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Understanding spurious regressions in econometrics (1986)Time Series Regression with a Unit Root (1987)Exploiting cross-section variation for unit root inference in dynamic data (1994)Alternative forms of fractional Brownian motion (1999)Testing conditional factor models (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Kurtosis of GARCH and stochastic volatility models with non-normal innovations (2003)Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With StudenttInnovations (2003)The efficiency of the estimators of the parameters in GARCH processes (2004)Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes (1991)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)STAD-GCN: Spatial–Temporal Attention-based Dynamic Graph Convolutional Network for retail market price prediction (2024)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Forecasting exchange rates with the iMLP: New empirical insight on one multi-layer perceptron for interval time series (ITS) (2021)MONEY, INCOME, AND CAUSALITY (1972)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Oil and the Macroeconomy since World War II (1983)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)A novel interval-based hybrid framework for crude oil price forecasting and trading (2023)Forecasting models for interval-valued time series (2008)Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting (2013)Tests of Conditional Predictive Ability (2006)Empirical Asset Pricing via Machine Learning (2020)A hybrid carbon price prediction model based-combinational estimation strategies of quantile regression and long short-term memory (2023)Causal carbon price interval prediction using lower upper bound estimation combined with asymmetric multi-objective evolutionary algorithm and long short-term memory (2023)Framework for multivariate carbon price forecasting: A novel hybrid model (2024)Fuzzy sets (1965)Control problems of grey systems (1982)Intuitionistic fuzzy sets (1986)
this work references cited by second hop

References

  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1988Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes254 cited
  • 1997Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models177 cited

Cited by

  • 2018Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling60 cited
  • 2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors49 cited
  • 2020An information-theoretic approach for forecasting interval-valued SP500 daily returns35 cited
  • 2015Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data34 cited
  • 2023Interval time series forecasting: A systematic literature review34 cited
  • 2021Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models32 cited
  • 2021Model averaging for interval-valued data32 cited
  • 2020Uncertainty shocks of Trump election in an interval model of stock market27 cited
  • 2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach24 cited
  • 2017Dynamic Quantile Function Models24 cited
  • 2012Autoregressive Conditional Models for Interval-Valued Time Series Data

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

24 cited
  • 2015Regime change analysis of interval-valued time series with an application to PM1020 cited