Time-varying multi-regime models fitting by genetic algorithms (Q4979105): Difference between revisions

@@ Property / OpenAlex ID @@
+W2104646308
@@ Property / OpenAlex ID: W2104646308 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Genetic clustering for automatic evolution of clusters and application to image classification
+Normal rank
@@ Property / cites work @@
+Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
+Normal rank
@@ Property / cites work @@
+Genetic algorithms, pseudo-random numbers generators, and Markov chain Monte Carlo methods
+Normal rank
@@ Property / cites work @@
+Q4158359
@@ Property / cites work: Q4158359 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Genetic algorithms and their statistical applications: an introduction
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of generalized threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+On the selection of subset bilinear time series models: a genetic algorithm approach
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Autoregressive Models
@@ Property / cites work: Functional-Coefficient Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Structural Break Estimation for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Break Detection for a Class of Nonlinear Time Series Models
+Normal rank
@@ Property / cites work @@
+Adaptive Proposal Construction for Reversible Jump MCMC
+Normal rank
@@ Property / cites work @@
+Subset ARMA Model Identification Using Genetic Algorithms
+Normal rank
@@ Property / cites work @@
+BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
+Normal rank
@@ Property / cites work @@
+Q4692508
@@ Property / cites work: Q4692508 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4195812
@@ Property / cites work: Q4195812 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in the nonlinear STAR framework
+Normal rank
@@ Property / cites work @@
+Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
+Normal rank
@@ Property / cites work @@
+Testing the constancy of regression parameters against continuous structural change
+Normal rank
@@ Property / cites work @@
+Bayesian Model Uncertainty In Smooth Transition Autoregressions
+Normal rank
@@ Property / cites work @@
+A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
+Normal rank
@@ Property / cites work @@
+Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach
+Normal rank
@@ Property / cites work @@
+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692920
@@ Property / cites work: Q4692920 / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting nonlinear time series models using information criteria
+Normal rank
@@ Property / cites work @@
+Q4495496
@@ Property / cites work: Q4495496 / rank @@
+Normal rank
@@ Property / cites work @@
+Genetic algorithms: Principles and perpectives. A guide to GA theory
+Normal rank
@@ Property / cites work @@
+Model selection tests for nonlinear dynamic models
+Normal rank
@@ Property / cites work @@
+Information criteria for selecting possibly misspecified parametric models
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Subset Model Selection for Time Series
@@ Property / cites work: Bayesian Subset Model Selection for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models
+Normal rank