Mixture periodic autoregressive conditional heteroskedastic models
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Publication:1023922
DOI10.1016/j.csda.2008.06.019zbMath1452.62618MaRDI QIDQ1023922
Mohamed Bentarzi, Fayçal Hamdi
Publication date: 16 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.06.019
62-08: Computational methods for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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