Subset ARMA Model Identification Using Genetic Algorithms
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Publication:2742780
DOI10.1111/1467-9892.00198zbMath0972.62078MaRDI QIDQ2742780
Publication date: 23 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00198
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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