On a periodic SETINAR model
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Publication:6171513
DOI10.1080/03610918.2021.1874416MaRDI QIDQ6171513
Unnamed Author, Mohamed Bentarzi
Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1874416
strict periodic stationarity; periodically correlated integer-valued process; periodic \textit{SETINAR} model
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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