Mixture periodic autoregressive conditional heteroskedastic models

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Publication:1023922

DOI10.1016/j.csda.2008.06.019zbMath1452.62618OpenAlexW1995431451MaRDI 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




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