Publication:3399106
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zbMath1282.62186MaRDI QIDQ3399106
Mohamed Bentarzi, Fayçal Hamdi
Publication date: 29 September 2009
Full work available at URL: http://pphmj.com/abstract/3086.htm
EM algorithm; periodically correlated process; mixture periodic autoregressive conditionally heteroskedastic models; periodically stationary condition
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30: Classification and discrimination; cluster analysis (statistical aspects)
91B84: Economic time series analysis
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