Multivariate self-exciting threshold autoregressive modeling by genetic algorithms
Roberto Baragona and Domenico Cucina
| Year of publication: |
2013
|
|---|---|
| Authors: | Baragona, Roberto ; Cucina, Domenico |
| Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 233.2013, 1, p. 3-21
|
| Subject: | Zeitreihenanalyse | Time series analysis | Evolutionärer Algorithmus | Evolutionary algorithm | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009690838