Boussaha, Nadia; Hamdi, Fayçal On periodic autoregressive stochastic volatility models: structure and estimation. (English) Zbl 07192623 J. Stat. Comput. Simulation 88, No. 9, 1637-1668 (2018). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{N. Boussaha} and \textit{F. Hamdi}, J. Stat. Comput. Simulation 88, No. 9, 1637--1668 (2018; Zbl 07192623) Full Text: DOI
Kurozumi, Eiji Testing for periodic stationarity. (English) Zbl 1033.62082 Econom. Rev. 21, No. 2, 243-270 (2002). MSC: 62M10 62F03 62H15 PDFBibTeX XMLCite \textit{E. Kurozumi}, Econom. Rev. 21, No. 2, 243--270 (2002; Zbl 1033.62082) Full Text: DOI