Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms |
scientific article |
Statements
Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (English)
0 references
7 August 2008
0 references
autoregressive conditional heteroscedasticity
0 references
double-threshold autoregression
0 references
genetic algorithms
0 references
nonlinear time series models
0 references
numerical examples
0 references
