Ghosh, Himadri; Iquebal, M. A.; Prajneshu On mixture nonlinear time-series modelling and forecasting for ARCH effects. (English) Zbl 1193.62198 Sankhyā 68, No. 1, 111-129 (2006). MSC: 62P20 62M10 62M20 91B84 PDFBibTeX XMLCite \textit{H. Ghosh} et al., Sankhyā 68, No. 1, 111--129 (2006; Zbl 1193.62198)
Ghosh, Himadri; Sunilkumar, G.; Prajneshu Mixture nonlinear time-series analysis: modelling and forecasting. (English) Zbl 1170.62364 Calcutta Stat. Assoc. Bull. 57, No. 225-226, 95-108 (2005). MSC: 62M20 62M10 62J02 91B24 PDFBibTeX XMLCite \textit{H. Ghosh} et al., Calcutta Stat. Assoc. Bull. 57, No. 225--226, 95--108 (2005; Zbl 1170.62364) Full Text: DOI