On mixture periodic Integer-Valued ARCH models

DOI10.1080/03610918.2019.1635155OpenAlexW2956734603MaRDI QIDQ5086368

Mohamed Bentarzi, Fares Ouzzani

Publication date: 5 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1635155

zbMATH Keywords

periodically correlated integer-valued processperiodically stationary condition\textit{EM} algorithmcampylobacteriosismixture periodic integer-valued (\textit{MPINARCH})

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

On periodic integer-valued moving average (INMA (q)) models ⋮ QMLE of periodic integer-valued time series models ⋮ On a periodic negative binomial SETINAR model ⋮ On a periodic SETINAR model ⋮ Periodic negative binomial INGARCH(1, 1) model

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