Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407)
From MaRDI portal
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
