On mixture periodic Integer-Valued ARCH models
Author:
Affiliation:
1. Department of Operational Research, Faculty of Mathematics, University of Science and Technology Houari Boumediene, Algiers, Algeria
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1635155
Reference25 articles.
1. FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
2. An integer-valued pth-order autoregressive structure (INAR(p)) process
3. Bayesian estimation of the Gaussian mixture GARCH model
4. Asymptotic behavior of unstable INAR(p) processes
5. Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes
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