Author:
Aknouche Abdelhakim,Hamdi Fayçal
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Cited by
3 articles.
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1. On periodic autoregressive stochastic volatility models: structure and estimation;Journal of Statistical Computation and Simulation;2017-11-15
2. Bootstrapping Periodic State-Space Models;Communications in Statistics - Simulation and Computation;2014-08-13
3. Computing the Exact Fisher Information Matrix of Periodic State-Space Models;Communications in Statistics - Theory and Methods;2012-11-15