Subset ARMA model identification using genetic algorithms

DOI10.1111/1467-9892.00198MaRDI QIDQ2742780zbMATH OpenOpenAlexFDO

Authors Carlo Gaetan

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

zbMATH Keywords

identificationgenetic algorithmssubset models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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