Estimating threshold subset autoregressive moving-average models by genetic algorithms
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Publication:2002905
zbMath1416.62476MaRDI QIDQ2002905
Domenico Cucina, Francesco Battaglia, Roberto Baragona
Publication date: 12 July 2019
Published in: Metron (Search for Journal in Brave)
time seriesgenetic algorithmsAIC criterionCanadian lynx datadelay parameterself-exciting threshold subset autoregressive moving-average models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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