On Mixture Periodic Vector Autoregressive Models-Reference-Cited by-同舟云学术

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On Mixture Periodic Vector Autoregressive Models

Published:2014-06-09 Issue:10 Volume:43 Page:2325-2352
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Bentarzi M.,Djeddou L.

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610918.2012.750353

Reference30 articles.

1. Bootstrapping Markov chains: countable case

2. Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes

3. ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS

4. Mixture periodic autoregressive conditional heteroskedastic models

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On Periodic Generalized Poisson INAR(p) Models;Communications in Statistics - Simulation and Computation;2022-12-29

2. On mixture periodic Integer-Valued ARCH models;Communications in Statistics - Simulation and Computation;2019-07-08

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