Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes A Aknouche, A Bibi Journal of Time Series Analysis 30 (1), 19-46, 2009 | 60 | 2009 |

Recursive estimation of GARCH models A Aknouche, H Guerbyenne Communications in Statistics-Simulation and Computation 35 (4), 925-938, 2006 | 24 | 2006 |

Periodic stationarity of random coefficient periodic autoregressions A Aknouche, H Guerbyenne Statistics & probability letters 79 (7), 990-996, 2009 | 21 | 2009 |

Asymptotic inference of unstable periodic ARCH processes A Aknouche, E Al-Eid Statistical inference for stochastic processes 15 (1), 61-79, 2012 | 18 | 2012 |

On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity A Bibi, A Aknouche Mathematical methods of Statistics 17 (4), 305-316, 2008 | 18 | 2008 |

Causality conditions and autocovariance calculations in PVAR models A Aknouche Journal of Statistical Computation and Simulation 77 (9), 769-780, 2007 | 16 | 2007 |

On some probabilistic properties of double periodic AR models A Aknouche, H Guerbyenne Statistics & probability letters 79 (3), 407-413, 2009 | 15 | 2009 |

Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models A Aknouche, S Bendjeddou, N Touche Journal of Time Series Analysis 39 (2), 192-211, 2018 | 14 | 2018 |

Periodic autoregressive stochastic volatility A Aknouche Statistical Inference for Stochastic Processes 20 (2), 139-177, 2017 | 13 | 2017 |

Calculation of the Fisher information matrix for periodic ARMA models M Bentarzi, A Aknouche Communications in Statistics—Theory and Methods 34 (4), 891-903, 2005 | 13 | 2005 |

Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality A Bibi, A Aknouche Statistical Methods and Applications 19 (1), 1-30, 2010 | 12 | 2010 |

On an independent and identically distributed mixture bilinear time‐series model A Aknouche, N Rabehi Journal of Time Series Analysis 31 (2), 113-131, 2010 | 12 | 2010 |

On the existence of higher-order moments of periodic GARCH models A Aknouche, M Bentarzi Statistics & probability letters 78 (18), 3262-3268, 2008 | 11 | 2008 |

Multistage weighted least squares estimation of **ARCH** processes in the stable and unstable casesA Aknouche Statistical inference for stochastic processes 15 (3), 241-256, 2012 | 9 | 2012 |

Count and duration time series with equal conditional stochastic and mean orders A Aknouche, C Francq | 8 | 2018 |

On periodic ergodicity of a general periodic mixed Poisson autoregression A Aknouche, W Bentarzi, N Demouche Statistics & Probability Letters 134, 15-21, 2018 | 8 | 2018 |

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 |

Weighted least squares-based inference for stable and unstable threshold power ARCH processes A Aknouche, N Touche Statistics & Probability Letters 97, 108-115, 2015 | 7 | 2015 |

Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions A Aknouche Journal of Time Series Econometrics 5 (1), 25-46, 2013 | 7 | 2013 |

An on-line estimation algorithm for periodic autoregressive models M Bentarzi, A Aknouche Communications in Statistics-Theory and Methods 35 (8), 1495-1512, 2006 | 7 | 2006 |