Multi–regime models for nonlinear nonstationary time series
| Year of publication: |
2012
|
|---|---|
| Authors: | Battaglia, Francesco ; Protopapas, Mattheos |
| Published in: |
Computational Statistics. - Springer. - Vol. 27.2012, 2, p. 319-341
|
| Publisher: |
Springer |
| Subject: | Smooth transition autoregression | Threshold model | Genetic algorithm |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010558267