On some probabilistic properties of double periodic AR models-Reference-Cited by-同舟云学术

On some probabilistic properties of double periodic AR models

Published:2009-02 Issue:3 Volume:79 Page:407-413
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Aknouche Abdelhakim,Guerbyenne Hafida

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference20 articles.

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3. Aknouche, A., Bibi, A., 2008. Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. Journal of Time Series Analysis (in press)

4. Model-building problem of periodically m-variate moving average processes;Bentarzi;Journal of Multivariate Analysis,1998

5. Random coefficient formulation of conditional heteroskedasticity and augmented ARCH models;Bera;Sankhya,1996

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