Pages that link to "Item:Q957007"
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The following pages link to Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007):
Displayed 17 items.
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
- A genetic algorithm estimation of the term structure of interest rates (Q961416) (← links)
- GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
- Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- Periodic autoregressive model identification using genetic algorithms (Q2931589) (← links)
- Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
- NONLINEAR TIME SERIES PREDICTION BASED ON A POWER-LAW NOISE MODEL (Q3532382) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
- Evolutionary Computation Methods and their applications in Statistics (Q5148453) (← links)
- Structural changes estimation for strongly dependent processes (Q5218917) (← links)