Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007): Difference between revisions

@@ Property / author @@
-Roberto Baragona
@@ Property / author: Roberto Baragona / rank @@
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@@ Property / author @@
-Francesco Battaglia
@@ Property / author: Francesco Battaglia / rank @@
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-Domenico Cucina
@@ Property / author: Domenico Cucina / rank @@
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+Roberto Baragona
@@ Property / author: Roberto Baragona / rank @@
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@@ Property / author @@
+Francesco Battaglia
@@ Property / author: Francesco Battaglia / rank @@
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+Domenico Cucina
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+https://doi.org/10.1016/j.csda.2003.11.003
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+Functional-Coefficient Regression Models for Nonlinear Time Series
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+Q4387639
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+Genetic algorithms and their statistical applications: an introduction
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+Functional-Coefficient Autoregressive Models
@@ Property / cites work: Functional-Coefficient Autoregressive Models / rank @@
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+Q4884570
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+Q4692508
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+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
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+Q4485847
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+Q4079017
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+Genetic algorithms. Concepts and designs
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+Q4873721
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+Non-linear threshold autoregressive models for non-linear random vibrations
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+THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
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+Q4692920
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+Threshold models in non-linear time series analysis
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+Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models
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+Publication:957007