Pages that link to "Item:Q672526"

The following pages link to Identification of multivariate AR-models by threshold accepting (Q672526):

Displaying 9 items.

• An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
• A genetic algorithm approach to find the best regression/econometric model among the candidates (Q864777) (← links)
• Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
• Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems (Q1020777) (← links)
• Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
• Lasso–type and Heuristic Strategies in Model Selection and Forecasting (Q2829651) (← links)
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization (Q5917855) (← links)
• Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization (Q5970614) (← links)