An Abelian Group way to study Random Extended Intervals and their ARMA Processes
Author
Abstract
Suggested Citation
Note: View the original document on HAL open archive server: https://hal.science/hal-03174631
Download full text from publisher
References listed on IDEAS
- Jules Sadefo Kamdem & Babel Raïssa Guemdjo Kamdem & Carlos Ougouyandjou, 2021.
"S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes,"
New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 191-213, March.
- Jules Sadefo-Kamdem & Babel Raïssa Guemdjo Kamdem & Carlos Ougouyandjou, 2021. "S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes," Post-Print hal-02901595, HAL.
- Wang, Xun & Zhang, Zhongzhan & Li, Shoumei, 2016. "Set-valued and interval-valued stationary time series," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 208-223.
- Billard L. & Diday E., 2003. "From the Statistics of Data to the Statistics of Knowledge: Symbolic Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 470-487, January.
- Gloria González-Rivera & Wei Lin, 2013. "Constrained Regression for Interval-Valued Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 473-490, October.
- Sun, Yuying & Han, Ai & Hong, Yongmiao & Wang, Shouyang, 2018. "Threshold autoregressive models for interval-valued time series data," Journal of Econometrics, Elsevier, vol. 206(2), pages 414-446.
- Ai Han & Yongmiao Hong & Shouyang Wang & Xin Yun, 2016. "A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 417-460, Emerald Group Publishing Limited.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Babel Raïssa Guemdjo Kamdem & Jules Sadefo-Kamdem & Carlos Ougouyandjou, 2020. "On Random Extended Intervals and their ARMA Processes," Working Papers hal-03169516, HAL.
- Sun, Yuying & Zhang, Xinyu & Wan, Alan T.K. & Wang, Shouyang, 2022. "Model averaging for interval-valued data," European Journal of Operational Research, Elsevier, vol. 301(2), pages 772-784.
- Samadi, S. Yaser & Billard, Lynne, 2021. "Analysis of dependent data aggregated into intervals," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
- Sun, Yuying & Bao, Qin & Zheng, Jiali & Wang, Shouyang, 2020. "Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach," China Economic Review, Elsevier, vol. 62(C).
- Miguel de Carvalho & Gabriel Martos, 2022. "Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 167-180, January.
- Sun, Yuying & Han, Ai & Hong, Yongmiao & Wang, Shouyang, 2018. "Threshold autoregressive models for interval-valued time series data," Journal of Econometrics, Elsevier, vol. 206(2), pages 414-446.
- Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2024. "Sparse Interval-valued Time Series Modeling with Machine Learning," Papers 2411.09452, arXiv.org.
- Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
- Sun, Yuying & Zhang, Xun & Hong, Yongmiao & Wang, Shouyang, 2019. "Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling," Energy Economics, Elsevier, vol. 78(C), pages 165-173.
- Chang, Meng-Shiuh & Ju, Peijie & Liu, Yilei & Hsueh, Shao-Chieh, 2022. "Determining hedges and safe havens for stocks using interval analysis," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
- Qing Liu & Huina Jin & Xiang Bai & Jinliang Zhang, 2023. "Prediction and Analysis of the Price of Carbon Emission Rights in Shanghai: Under the Background of COVID-19 and the Russia–Ukraine Conflict," Mathematics, MDPI, vol. 11(14), pages 1-16, July.
- Wei Yang & Ai Han & Yongmiao Hong & Shouyang Wang, 2016. "Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1917-1928, December.
- Lei, Heng & Xue, Minggao & Liu, Huiling, 2022. "Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors," Energy Economics, Elsevier, vol. 113(C).
- Lin, Wei & González-Rivera, Gloria, 2016.
"Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 694-711.
- Gloria Gonzalez-Rivera & Wei Lin, 2015. "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers 201505, University of California at Riverside, Department of Economics.
- Ai-bing Ji & Qing-qing Li & Jin-jin Zhang, 2024. "Panel Interval-Valued Data Nonlinear Regression Models and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2413-2435, October.
- Gloria Gonzalez-Rivera & Wei Lin, 2014. "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers 201429, University of California at Riverside, Department of Economics.
- Piao Wang & Shahid Hussain Gurmani & Zhifu Tao & Jinpei Liu & Huayou Chen, 2024. "Interval time series forecasting: A systematic literature review," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 249-285, March.
- Liang-Ching Lin & Hsiang-Lin Chien & Sangyeol Lee, 2021. "Symbolic interval-valued data analysis for time series based on auto-interval-regressive models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 295-315, March.
- Rui Luo & Jinpei Liu & Piao Wang & Zhifu Tao & Huayou Chen, 2024. "A multisource data‐driven combined forecasting model based on internet search keyword screening method for interval soybean futures price," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 366-390, March.
- Gil, Maria Angeles & Gonzalez-Rodriguez, Gil & Colubi, Ana & Montenegro, Manuel, 2007. "Testing linear independence in linear models with interval-valued data," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3002-3015, March.
More about this item
Keywords
Random extended interval; distance; measure; time series;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:wpaper:hal-03174631. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.