Time-varying multi-regime models fitting by genetic algorithms
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Cites work
- A Bayesian analysis of generalized threshold autoregressive models
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
- Adaptive proposal construction for reversible jump MCMC
- BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach
- Bayesian Model Uncertainty In Smooth Transition Autoregressions
- Bayesian Subset Model Selection for Time Series
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
- Break detection for a class of nonlinear time series models
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Convergence of stochastic processes
- Estimating and Testing Linear Models with Multiple Structural Changes
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
- Functional-Coefficient Autoregressive Models
- Genetic algorithms and their statistical applications: an introduction
- Genetic algorithms, pseudo-random numbers generators, and Markov chain Monte Carlo methods
- Genetic algorithms: Principles and perpectives. A guide to GA theory
- Genetic clustering for automatic evolution of clusters and application to image classification
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 3591259 (Why is no real title available?)
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 1488569 (Why is no real title available?)
- scientific article; zbMATH DE number 194544 (Why is no real title available?)
- scientific article; zbMATH DE number 194951 (Why is no real title available?)
- Information criteria for selecting possibly misspecified parametric models
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Model selection tests for nonlinear dynamic models
- On the selection of subset bilinear time series models: a genetic algorithm approach
- Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
- Sample Splitting and Threshold Estimation
- Selecting nonlinear time series models using information criteria
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Structural Break Estimation for Nonstationary Time Series Models
- Subset ARMA model identification using genetic algorithms
- Testing for a unit root in the nonlinear STAR framework
- Testing the constancy of regression parameters against continuous structural change
- Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models
Cited in
(8)- Rejoinder to the discussion of ``An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
- Multi-regime models for nonlinear nonstationary time series
- Nonlinear nonstationary model building by genetic algorithms
- Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series
- Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms
- Empirical likelihood for break detection in time series
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
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