Fayçal Hamdi
Fayçal Hamdi
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Mixture periodic autoregressive conditional heteroskedastic models
M Bentarzi, F Hamdi
Computational Statistics & Data Analysis 53 (1), 1-16, 2008
172008
Mixture periodic GARCH models: Applications to exchange rate modeling
F Hamdi, S Souam
2013 5th International Conference on Modeling, Simulation and Applied …, 2013
102013
Mixture periodic autoregression with periodic ARCH errors
M Bentarzi, F Hamdi
Advances and Applications in Statistics 8 (219), 46, 2008
92008
Bootstrapping Periodic State-Space Models
H Guerbyenne, F Hamdi
Communications in Statistics-Simulation and Computation 44 (2), 374-401, 2015
82015
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
82009
Mixture periodic GARCH models: theory and applications
F Hamdi, S Souam
Empirical Economics 55 (4), 1925-1956, 2018
72018
On Markov-switching periodic ARMA models
B Aliat, F Hamdi
Communications in Statistics-Theory and Methods 47 (2), 344-364, 2018
62018
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
62008
Chandrasekhar-type recursions for periodic linear systems
A Aknouche, F Hamdi
Far East Journal of Theoretical Statistics 22, 65-80, 2007
62007
Periodic Chandrasekhar recursions
A Aknouche, F Hamdi
arXiv preprint arXiv:0711.3857, 2007
52007
Computing the Exact Fisher Information Matrix of Periodic State-Space Models
F Hamdi
Communications in Statistics-Theory and Methods 41 (22), 4182-4199, 2012
42012
Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling
N Boussaha, F Hamdi, S Souam
EconomiX Working Papers, 2018
32018
On periodic autoregressive stochastic volatility models: structure and estimation
N Boussaha, F Hamdi
Journal of Statistical Computation and Simulation, 2017
22017
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
22008
Identication des modèles SETAR par le critère de la densité prédictive
F HAMDI, A KHALFI
Annales RECITS 3, 83-91, 2016
12016
Modèles espace d'états et processus périodiquement corrélés
F Hamdi
12008
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
A note on the order selection of mixture periodic autoregressive models
F Hamdi
2015 6th International Conference on Modeling, Simulation, and Applied …, 2015
2015
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