{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,6]],"date-time":"2026-03-06T19:59:03Z","timestamp":1772827143868,"version":"3.50.1"},"reference-count":11,"publisher":"Informa UK Limited","issue":"11","content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Communications in Statistics - Simulation and Computation"],"published-print":{"date-parts":[[2025,11,2]]},"DOI":"10.1080\/03610918.2024.2397544","type":"journal-article","created":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T05:22:51Z","timestamp":1725513771000},"page":"4927-4943","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":1,"title":["GJR-GARCH process with normal errors of varying mean"],"prefix":"10.1080","volume":"54","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-8057-2708","authenticated-orcid":false,"given":"Yakoub","family":"Boularouk","sequence":"first","affiliation":[{"name":"Institute of Mathematics and Informatics, Melilab Laboratory, AbdelHafid Boussouf University Center, Mila","place":["Algeria"]}]}],"member":"301","published-online":{"date-parts":[[2024,9,5]]},"reference":[{"key":"e_1_3_2_2_1","doi-asserted-by":"publisher","DOI":"10.1214\/08-AOS674"},{"key":"e_1_3_2_3_1","doi-asserted-by":"publisher","DOI":"10.1214\/17-EJS1241"},{"key":"e_1_3_2_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"e_1_3_2_5_1","doi-asserted-by":"publisher","DOI":"10.1080\/03610918.2021.1884877"},{"key":"e_1_3_2_6_1","article-title":"Time series analysis forecasting and control","author":"Box G. E. P","year":"1970","unstructured":"Box, G. E. P, and G. M. Jenkins. 1970. Time series analysis forecasting and control. Holden Day, San Francisco","journal-title":"Holden Day, San Francisco"},{"key":"e_1_3_2_7_1","doi-asserted-by":"publisher","DOI":"10.1016\/0927-5398(93)90006-D"},{"key":"e_1_3_2_8_1","doi-asserted-by":"publisher","DOI":"10.2307\/1912773"},{"key":"e_1_3_2_9_1","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1093265632"},{"key":"e_1_3_2_10_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1993.tb05128.x"},{"key":"e_1_3_2_11_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177697615"},{"key":"e_1_3_2_12_1","doi-asserted-by":"publisher","DOI":"10.1515\/math-2017-0131"}],"container-title":["Communications in Statistics - Simulation and Computation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/03610918.2024.2397544","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,11,19]],"date-time":"2025-11-19T16:14:15Z","timestamp":1763568855000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/03610918.2024.2397544"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,9,5]]},"references-count":11,"journal-issue":{"issue":"11","published-print":{"date-parts":[[2025,11,2]]}},"alternative-id":["10.1080\/03610918.2024.2397544"],"URL":"https:\/\/doi.org\/10.1080\/03610918.2024.2397544","relation":{},"ISSN":["0361-0918","1532-4141"],"issn-type":[{"value":"0361-0918","type":"print"},{"value":"1532-4141","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,9,5]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2024-02-15","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-08-13","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-08-22","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-09-05","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}