Using genetic algorithms to parameters (d,r) estimation for threshold autoregressive models

Computational Statistics and Data Analysis

Volumn 38, Issue 3, 2002, Pages 315-330

  Wu, Berlin ^a   Chang, Chih Li ^b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b HSIUPING INSTITUTE OF TECHNOLOGY   (Taiwan)

Author keywords

Exchange rate; Fitness function; Genetic algorithms; Threshold autoregressive models

Indexed keywords

CHROMOSOMES; STATISTICAL METHODS; TIME SERIES ANALYSIS;

GENE MUTATION;

GENETIC ALGORITHMS;

CHROMOSOME; GENETIC ALGORITHM; SPECIES CONCEPT; SURVIVAL; THRESHOLD;

EID: 0037185691     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00030-5     Document Type: Article

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