On mixture periodic Integer-Valued ARCH models
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Publication:5086368
DOI10.1080/03610918.2019.1635155OpenAlexW2956734603MaRDI QIDQ5086368
Mohamed Bentarzi, Fares Ouzzani
Publication date: 5 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1635155
periodically correlated integer-valued processperiodically stationary condition\textit{EM} algorithmcampylobacteriosismixture periodic integer-valued (\textit{MPINARCH})
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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