Using genetic algorithms to parameters (d,r) estimation for threshold autoregressive models
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- Wu, Berlin, 1995. "Model-free forecasting for nonlinear time series (with application to exchange rates)," Computational Statistics & Data Analysis, Elsevier, vol. 19(4), pages 433-459, April.
- Boothe, Paul & Longworth, David, 1986. "Foreign exchange market efficiency tests: Implications of recent empirical findings," Journal of International Money and Finance, Elsevier, vol. 5(2), pages 135-152, June.
- Dominique Guegan & Dinh Tuan Pham, 1992. "Power of the score test against bilinear time series models," Post-Print halshs-00199498, HAL.