Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
type: Item
instance of: scholarly article
title: Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
zbMATH Open document ID: 1429.62383
published in: Computational Statistics and Data Analysis
publication date: 2008-11-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 5374054
zbMATH Keywords: time series
zbMATH Keywords: self-exciting threshold autoregressive models
zbMATH Keywords: genetic algorithms
zbMATH Keywords: splines
zbMATH Keywords: state dependent models
zbMATH Keywords: Canadian lynx data
zbMATH Keywords: sunspot numbers
zbMATH Keywords: blowfly population data
author: Roberto Baragona
author: Francesco Battaglia
author: Domenico Cucina
describes a project that uses: TSDL
describes a project that uses: AS 183
describes a project that uses: TDSL
describes a project that uses: Genocop
MaRDI profile type: Publication
full work available at URL: j.csda.2003.11.003
OpenAlex ID: W2134943878
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DOI: 10.1016/J.CSDA.2003.11.003
description: scientific article; zbMATH DE number 5374054