On the selection of subset bilinear time series models: a genetic algorithm approach

DOI10.1007/s180-001-8327-9zbMath1007.62070OpenAlexW1863691536MaRDI QIDQ1861633

Berlin Wu, Cathy W. S. Chen, Tsai-Hung Cherng

Publication date: 9 March 2003

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s180-001-8327-9

zbMATH Keywords

adaptive functionsbilinear autoregression moving average modelsspecification selection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Related Items (3)

The LASSO Method for Bilinear Time Series Models ⋮ Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms ⋮ Time-varying multi-regime models fitting by genetic algorithms

Cites Work

• An introduction to bispectral analysis and bilinear time series models
• A Bayesian analysis of the minimum AIC procedure
• Estimating the dimension of a model
• A parallel heuristic for quadratic assignment problems
• On the general bilinear time series model
• On a measure of lack of fit in time series models
• Bayesian analysis of bilinear time series models : a gibbs sampling approach
• On the identification problem for bilinear time series models
• A new look at the statistical model identification
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