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

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