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dc.rights.licenseopenen_US
dc.contributor.authorURSU, Eugen
IDREF: 228232201
hal.structure.identifierGroupe de Recherche en Economie Théorique et Appliquée [GREThA]
dc.contributor.authorPEREAU, Jean-Christophe
IDREF: 086314629
dc.date.accessioned2020-02-19T21:35:45Z
dc.date.available2020-02-19T21:35:45Z
dc.date.issued2017
dc.identifier.issn12263192en_US
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/3597
dc.description.abstractEnThis paper analyzes the identification and estimation procedures for periodic autoregressive models with one exogenous variable (PARX). The identification of the optimal PARX model is based on the use of a genetic algorithm combined with the Bayes information criterion. The estimation of the parameters relies on the least squares method and their asymptotic properties are studied. Two simulation experiments are performed and indicate the success of the suggested method. A PARX model is used to study the relationship between the catch-per-unit-effort and the sea surface temperature as exogenous variable for the shrimp French Guiana fishery from January 1989 to December 2012.
dc.language.isoENen_US
dc.subject.enGenetic Algorithms
dc.subject.enIdentification
dc.subject.enAutoregressive Models
dc.subject.enCatch-Per-Unit Of Effort
dc.subject.enFisheries
dc.subject.enPeriodic Time Series
dc.subject.enSea Surface Temperature
dc.title.enEstimation and identification of periodic autoregressive models with one exogenous variable
dc.title.alternativeJ. Korean Stat. Soc.en_US
dc.typeArticle de revueen_US
dc.identifier.doi10.1016/j.jkss.2017.07.001en_US
dc.subject.halÉconomie et finance quantitative [q-fin]en_US
bordeaux.journalJournal of the Korean Statistical Societyen_US
bordeaux.page629-640en_US
bordeaux.volume46en_US
bordeaux.hal.laboratoriesGroupe de Recherche en Economie Théorique et Appliquée (GREThA) - UMR 5113en_US
bordeaux.issue4en_US
bordeaux.institutionUniversité de Bordeauxen_US
bordeaux.peerReviewedouien_US
bordeaux.inpressnonen_US
hal.identifierhal-02485120
hal.version1
hal.date.transferred2020-02-19T21:35:49Z
hal.exporttrue
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