Estimating threshold subset autoregressive moving-average models by genetic algorithms

Metron

Volumn 62, Issue 1, 2004, Pages 39-61

  Baragona, Roberto ^a   Battaglia, Francesco ^a   Cucina, Domenico ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

AIC criterion; Canadian lynx data; Delay parameter; Genetic algorithms; Self exciting threshold subset autoregressive moving average models; Time series

Indexed keywords

EID: 45749139524     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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