On Smooth Transition Interval Autoregressive Models
平滑转换区间自回归模型
Interval time series (ITS) analysis has important significance econometric analysis, as it contains information about the range of change and the level or trend of economic processes. More importantly, the rich information of interval data can be used for more accurate quantitative estimation and inference. Considering the possible nonlinear characteristics of ITS data, this article introduces a class of smooth transition interval autoregressive (STIAR) models, which…