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Communications in Statistics - Simulation and Computation Volume 46, 2017 - Issue 2
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Original Articles

Periodic integer-valued GARCH(1, 1) model

Mohamed BentarziFaculty of Mathematics, University of Science and Technology Houari Boumediene, Algiers, AlgeriaCorrespondence[email protected]
&
Wissam BentarziFaculty of Mathematics, University of Science and Technology Houari Boumediene, Algiers, Algeria
Pages 1167-1188 | Received 14 Apr 2014, Accepted 01 Dec 2014, Published online: 04 Nov 2016

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