| Estimating structural VARMA models with uncorrelated but non-independent error terms YB Mainassara, C Francq Journal of Multivariate Analysis 102 (3), 496-505, 2011 | 56 | 2011 |
| Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms YB Mainassara Journal of Statistical Planning and Inference 141 (8), 2961-2975, 2011 | 36 | 2011 |
| Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations Y Boubacar Maïnassara, B Saussereau Journal of the American Statistical Association 113 (524), 1813-1827, 2018 | 34 | 2018 |
| Selection of weak VARMA models by modified Akaike's information criteria Y Boubacar Mainassara Journal of Time Series Analysis 33 (1), 121-130, 2012 | 32 | 2012 |
| On normal stable Tweedie models and power-generalized variance functions of only one component Y Boubacar Maïnassara, CC Kokonendji Test 23 (3), 585-606, 2014 | 29 | 2014 |
| Computing and estimating information matrices of weak ARMA models YB Mainassara, M Carbon, C Francq Computational statistics & data analysis 56 (2), 345-361, 2012 | 26 | 2012 |
| Modified Schwarz and Hannan–Quinn information criteria for weak VARMA models YB Maïnassara, CC Kokonendji Statistical Inference for Stochastic Processes 19, 199-217, 2016 | 22 | 2016 |
| Wind and solar forecasting for renewable energy system using sarima-based model M Haddad, J Nicod, YB Mainassara, L Rabehasaina, Z Al Masry, M Péra International conference on time series and forecasting, 2019 | 18 | 2019 |
| Estimating FARIMA models with uncorrelated but non-independent error terms Y Boubacar Maïnassara, Y Esstafa, B Saussereau Statistical Inference for Stochastic Processes 24 (3), 549-608, 2021 | 10 | 2021 |
| Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models Y Boubacar Maïnassara | 9 | 2014 |
| Multivariate portmanteau tests for weak multiplicative seasonal VARMA models A Ilmi Amir, Y Boubacar Maïnassara Statistical Papers 61 (6), 2529-2560, 2020 | 6 | 2020 |
| Estimation, validation et identification des modèles ARMA faibles multivariés Y Boubacar Mainassara Lille 3, 2009 | 6 | 2009 |
| Estimation of multivariate asymmetric power GARCH models YB Maïnassara, O Kadmiri, B Saussereau Journal of Multivariate Analysis 192, 105073, 2022 | 3 | 2022 |
| Estimation of weak ARMA models with regime changes Y Boubacar Maïnassara, L Rabehasaina Statistical Inference for Stochastic Processes 23, 1-52, 2020 | 3 | 2020 |
| Semi-strong linearity testing in linear models with dependent but uncorrelated errors YB Maïnassara, H Raïssi Statistics & Probability Letters 103, 110-115, 2015 | 3 | 2015 |
| Tests portmanteau multivariés d'adéquation de modèles VARMA faibles YB Mainassara Comptes Rendus. Mathématique 348 (15-16), 927-929, 2010 | 3 | 2010 |
| Estimating SPARMA models with dependent error terms Y Boubacar Maïnassara, A Ilmi Amir Journal of Time Series Econometrics 14 (2), 141-174, 2022 | 2 | 2022 |
| Portmanteau test for the asymmetric power GARCH model when the power is unknown Y Boubacar Maïnassara, O Kadmiri, B Saussereau Statistical Papers, 1-39, 2021 | 2 | 2021 |
| Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms Y Boubacar Maïnassara, A Ilmi Amir Statistica Neerlandica 73 (4), 454-474, 2019 | 2 | 2019 |
| Portmanteau tests for periodic ARMA models with dependent errors Y Boubacar Maïnassara, A Ilmi Amir Journal of Time Series Analysis 45 (2), 164-188, 2024 | 1 | 2024 |
christian francqCREST and university of LilleAdresse e-mail validée de ensae.fr
