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...

全面介紹

Saved in:
書目詳細資料
Main Authors: Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta
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!