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Communications in Statistics - Simulation and Computation Volume 50, 2021 - Issue 12
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Original Articles

On mixture periodic Integer-Valued ARCH models

Fares OuzzaniDepartment of Operational Research, Faculty of Mathematics, University of Science and Technology Houari Boumediene, Algiers, AlgeriaCorrespondence[email protected]
&
Mohamed BentarziDepartment of Operational Research, Faculty of Mathematics, University of Science and Technology Houari Boumediene, Algiers, Algeria
Pages 3931-3957 | Received 22 Sep 2018, Accepted 19 Jun 2019, Published online: 08 Jul 2019

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Abderrahmen Manaa & Wissam Bentarzi. (2024) Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model. Communications in Statistics - Simulation and Computation 53:1, pages 1-29.
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Abderrahmen Manaa & Mohamed Bentarzi. (2023) Periodic negative binomial INGARCH(1, 1) model. Communications in Statistics - Simulation and Computation 52:11, pages 5139-5162.
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Mohamed Bentarzi & Roufaida Souakri. (2023) On Periodic Generalized Poisson INAR(1) Model. Communications in Statistics - Simulation and Computation 0:0, pages 1-26.
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Abderrahmen Manaa & Mohamed Bentarzi. (2023) On a periodic SETINAR model. Communications in Statistics - Simulation and Computation 52:3, pages 596-620.
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Abderrahmen Manaa & Mohamed Bentarzi. (2023) On a periodic negative binomial SETINAR model. Communications in Statistics - Simulation and Computation 52:3, pages 569-595.
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Nawel Aries & Naushad Mamode Khan. (2023) On periodic integer-valued moving average (INMA (q)) models. Journal of Statistical Computation and Simulation 93:3, pages 366-396.
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Roufaida Souakri & Mohamed Bentarzi. (2022) On Periodic Generalized Poisson INAR(p) Models. Communications in Statistics - Simulation and Computation 0:0, pages 1-30.
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Mohamed Bentarzi & Nawel Aries. (2022) QMLE of periodic integer-valued time series models. Communications in Statistics - Simulation and Computation 51:9, pages 4973-4999.
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Abderrahmen Manaa & Roufaida Souakri. Zero-inflated Poisson INAR(1) model with periodic structure. Communications in Statistics - Theory and Methods 0:0, pages 1-21.
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Articles from other publishers (2)

Nawel Aries. (2023) On Periodic Generalized Poisson INGARCH Models. On Periodic Generalized Poisson INGARCH Models.
Bader S. Almohaimeed. (2022) Periodic stationarity conditions for mixture periodic INGARCH models. AIMS Mathematics 7:6, pages 9809-9824.
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