Using genetic algorithms to parameters (d,r) estimation for threshold autoregressive models
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 38 (2002)
Issue (Month): 3 (January)
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Web page: http://www.elsevier.com/locate/csda
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- Francesco Battaglia & Mattheos K. Protopapas, 2010. "Multi-regime models for nonlinear nonstationary time series," Working Papers 026, COMISEF.
- Francesco Battaglia & Mattheos K. Protopapas, 2011.
"Time‐varying multi‐regime models fitting by genetic algorithms,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 32(3), pages 237-252, 05.
- Francesco Battaglia & Mattheos Protopapas, 2009. "Time-varying Multi-regime Models Fitting by Genetic Algorithms," Working Papers 009, COMISEF.
- Baragona, R. & Battaglia, F. & Cucina, D., 2004. "Fitting piecewise linear threshold autoregressive models by means of genetic algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 277-295, September.
- Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
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