Susanne Rolf, Joachim Sprave, Wolfgang Urfer. Model identification and parameter estimation of ARMA models by means of evolutionary algorithms. In Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, CIFEr 1997, New York City, USA, March 24-25, 1997. pages 237-243, IEEE, 1997. [doi]
Abstract is missing.