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

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+Bayesian estimation of the Gaussian mixture GARCH model
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+Multivariate mixed normal conditional heteroskedasticity
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+Generalized autoregressive conditional heteroscedasticity
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+Q4139463
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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+Q3949804
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+Estimating the dimension of a model
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+Mixture periodic autoregressive time series models
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+On a Mixture Autoregressive Model
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+On a Mixture GARCH Time-Series Model
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