| Mixture periodic autoregressive conditional heteroskedastic models M Bentarzi, F Hamdi Computational Statistics & Data Analysis 53 (1), 1-16, 2008 | 18 | 2008 |
| Mixture periodic GARCH models: Applications to exchange rate modeling F Hamdi, S Souam 2013 5th International Conference on Modeling, Simulation and Applied …, 2013 | 10 | 2013 |
| Mixture periodic autoregression with periodic ARCH errors M Bentarzi, F Hamdi Advances and Applications in Statistics 8 (219), 46, 2008 | 9 | 2008 |
| On Markov-switching periodic ARMA models B Aliat, F Hamdi Communications in Statistics-Theory and Methods 47 (2), 344-364, 2018 | 8 | 2018 |
| Bootstrapping Periodic State-Space Models H Guerbyenne, F Hamdi Communications in Statistics-Simulation and Computation 44 (2), 374-401, 2015 | 8 | 2015 |
| Calculating the autocovariances and the likelihood for periodic V ARMA models A Aknouche, F Hamdi Journal of Statistical Computation and Simulation 79 (3), 227-239, 2009 | 8 | 2009 |
| Mixture periodic GARCH models: theory and applications F Hamdi, S Souam Empirical Economics 55 (4), 1925-1956, 2018 | 7 | 2018 |
| A Note on Calculating Autocovariances of Periodic ARMA Models A Aknouche, H Belbachir, F Hamdi Communications in Statistics—Simulation and Computation® 37 (5), 924-927, 2008 | 6 | 2008 |
| Chandrasekhar-type recursions for periodic linear systems A Aknouche, F Hamdi Far East Journal of Theoretical Statistics 22, 65-80, 2007 | 6 | 2007 |
| Periodic Chandrasekhar recursions A Aknouche, F Hamdi arXiv preprint arXiv:0711.3857, 2007 | 5 | 2007 |
| Computing the Exact Fisher Information Matrix of Periodic State-Space Models F Hamdi Communications in Statistics-Theory and Methods 41 (22), 4182-4199, 2012 | 4 | 2012 |
| Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling N Boussaha, F Hamdi, S Souam EconomiX-UMR7235, Université Paris Nanterre, 2018 | 3 | 2018 |
| On periodic autoregressive stochastic volatility models: structure and estimation N Boussaha, F Hamdi Journal of Statistical Computation and Simulation, 2017 | 2 | 2017 |
| Extension du filtre de Chandrasekhar au cas des modèles espace d'état périodiques A Aknouche, F Hamdi Comptes Rendus Mathematique 346 (3), 177-182, 2008 | 2 | 2008 |
| Identication des modèles SETAR par le critère de la densité prédictive F HAMDI, A KHALFI Annales RECITS 3, 83-91, 2016 | 1 | 2016 |
| Modèles espace d'états et processus périodiquement corrélés F Hamdi | 1 | 2008 |
| Growth, institutions and oil dependence: a buffered threshold panel approach Y BELARBI, F HAMDI, A KHALFI, S SOUAM Economic Modelling, 2021 | | 2021 |
| Predictive density criterion for SETAR models F Hamdi, A Khalfi Communications in Statistics-Simulation and Computation, 1-17, 2019 | | 2019 |
| PROBABILISTIC PROPERTIES OF A MARKOV-SWITCHING PERIODIC GARCH PROCESS B Aliat, F Hamdi KYBERNETIKA 55 (6), 915-942, 2019 | | 2019 |
| Propriétés probabilistes des modèles MS-PARMA B Aliat, F Hamdi Les annales RECITS 3, 93-106, 2016 | | 2016 |
Aliat BillelUSTHBVerified email at usthb.dz
