Mixture periodic autoregressive conditional heteroskedastic models (Q1023922): Difference between revisions

@@ Property / author @@
-Mohamed Bentarzi
@@ Property / author: Mohamed Bentarzi / rank @@
-Normal rank
@@ Property / author @@
-Fayçal Hamdi
@@ Property / author: Fayçal Hamdi / rank @@
-Normal rank
@@ Property / author @@
+Mohamed Bentarzi
@@ Property / author: Mohamed Bentarzi / rank @@
+Normal rank
@@ Property / author @@
+Fayçal Hamdi
@@ Property / author: Fayçal Hamdi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2008.06.019
+Normal rank
@@ Property / OpenAlex ID @@
+W1995431451
@@ Property / OpenAlex ID: W1995431451 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of the Gaussian mixture GARCH model
+Normal rank
@@ Property / cites work @@
+Multivariate mixed normal conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
+Normal rank
@@ Property / cites work @@
+Q3949804
@@ Property / cites work: Q3949804 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Mixture periodic autoregressive time series models
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
+Normal rank
@@ Property / cites work @@
+On a Mixture GARCH Time-Series Model
@@ Property / cites work: On a Mixture GARCH Time-Series Model / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1023922