Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220): Difference between revisions

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+https://doi.org/10.1080/15598608.2010.10411971
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+W2044573953
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@@ Property / cites work @@
+An On-Line Estimation Algorithm for Periodic Autoregressive Models
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+Mixture periodic autoregressive conditional heteroskedastic models
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Estimating GARCH models: when to use what?
@@ Property / cites work: Estimating GARCH models: when to use what? / rank @@
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+Least absolute deviations estimation for ARCH and GARCH models
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+Estimation in conditionally heteroscedatic time series models.
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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