"Mixture periodic autoregressive conditional heteroskedastic models."

Mohamed Bentarzi, Fayçal Hamdi (2008)

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DOI: 10.1016/J.CSDA.2008.06.019

access: closed

type: Journal Article

metadata version: 2020-09-22

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Mohamed Bentarzi, Fayçal Hamdi:
Mixture periodic autoregressive conditional heteroskedastic models. Comput. Stat. Data Anal. 53(1): 1-16 (2008)

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