A new model for periodically correlated process with conditional heteroscedasticity

DOI10.22055/JAMM.2018.20658.1377zbMATH Open1412.62122OpenAlexW2899429496MaRDI QIDQ4622665FDOQ4622665

Authors: Rohollah Ramezani, Saeid Rezakhah Varnousefadernai, Majid Farhadi 

Publication date: 13 February 2019

Full work available at URL: https://jamm.scu.ac.ir/article_13810_a8785ef12cab788b82f9bac87d32e9c4.pdf

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zbMATH Keywords

time serieslong memoryperiodically correlatedLARCH model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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