Pages that link to "Item:Q1023922"
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The following pages link to Mixture periodic autoregressive conditional heteroskedastic models (Q1023922):
Displaying 6 items.
- Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
