A Truncated Mixture Transition Model for Interval-valued Time Series
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- Gloria Gonzalez-Rivera & Yun Luo, 2023. "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers 202315, University of California at Riverside, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
interval-valued data; mixture transition model; EM algorithm; truncated normal distribution.;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-04-20 (Econometrics)
- NEP-ETS-2020-04-20 (Econometric Time Series)
- NEP-ORE-2020-04-20 (Operations Research)
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