Markov-switching BILINEAR − GARCH models: Structure and estimation
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Publication:4638707
DOI10.1080/03610926.2017.1303732zbMath1462.62526OpenAlexW2595858138MaRDI QIDQ4638707
Abdelouahab Bibi, Ahmed Ghezal
Publication date: 27 April 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1303732
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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