Generalize weighted in interval data for fitting a vector autoregressive model
© Springer International Publishing AG 2018. This paper employ VAR model to analyse and investigate the relationship among oil, gold, and rubber prices. A convex combination approach is proposed to obtain appropriate value of the interval data in VAR model. The construction of interval VAR model bas...
Saved in:
Main Authors: | , , |
---|---|
格式: | Book Series |
出版: |
2018
|
主題: | |
在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037821108&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58539 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|