Author:
Bibi Abdelouahab,Lescheb Ines
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference15 articles.
1. Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA–GARCH processes;Aknouche;Journal of Time Series Analysis,2008
2. Large sample properties of parameters estimates for periodic ARMA models;Basawa;Journal of Time Series Analysis,2001
3. GARCH processes: Structure and estimation;Berkes;Bernoulli,2003
4. On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity;Bibi;Mathematical methods of Statistics,2008
5. Consistent and asymptotically normal estimators for cyclically time-dependent linear models;Bibi;Annals of the Institute of Statistical Mathematics,2003
Cited by
11 articles.
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