Time-varying multi-regime models fitting by genetic algorithms
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Publication:4979105
DOI10.1111/j.1467-9892.2010.00695.xzbMath1290.62069MaRDI QIDQ4979105
Mattheos K. Protopapas, Francesco Battaglia
Publication date: 16 June 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://comisef.eu/files/wps009.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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