| 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 | 67 | 2009 |
| Count and duration time series with equal conditional stochastic and mean orders A Aknouche, C Francq Econometric Theory 37 (2), 248-280, 2021 | 43 | 2021 |
| 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 | 32 | 2018 |
| Recursive estimation of GARCH models A Aknouche, H Guerbyenne Communications in Statistics-Simulation and Computation 35 (4), 925-938, 2006 | 30 | 2006 |
| Periodic stationarity of random coefficient periodic autoregressions A Aknouche, H Guerbyenne Statistics & probability letters 79 (7), 990-996, 2009 | 29 | 2009 |
| On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity A Bibi, A Aknouche Mathematical methods of Statistics 17, 305-316, 2008 | 24 | 2008 |
| Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models A Aknouche, C Francq Journal of Econometrics 237 (2), 105174, 2023 | 22 | 2023 |
| On periodic ergodicity of a general periodic mixed Poisson autoregression A Aknouche, W Bentarzi, N Demouche Statistics & Probability Letters 134, 15-21, 2018 | 21 | 2018 |
| Periodic autoregressive stochastic volatility A Aknouche Statistical Inference for Stochastic Processes 20 (2), 139-177, 2017 | 21 | 2017 |
| Asymptotic inference of unstable periodic ARCH processes A Aknouche, E Al-Eid Statistical inference for stochastic processes 15, 61-79, 2012 | 20 | 2012 |
| 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 | 20 | 2010 |
| Stationarity and ergodicity of Markov switching positive conditional mean models A Aknouche, C Francq Journal of Time Series Analysis 43 (3), 436-459, 2022 | 19 | 2022 |
| On some probabilistic properties of double periodic AR models A Aknouche, H Guerbyenne Statistics & probability letters 79 (3), 407-413, 2009 | 19 | 2009 |
| Causality conditions and autocovariance calculations in PVAR models A Aknouche Journal of Statistical Computation and Simulation 77 (9), 769-780, 2007 | 19 | 2007 |
| Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality A Bibi, A Aknouche Statistical Methods and Applications 19, 1-30, 2010 | 18 | 2010 |
| Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases A Aknouche Statistical inference for stochastic processes 15, 241-256, 2012 | 17 | 2012 |
| 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 | 16 | 2005 |
| Forecasting transaction counts with integer-valued GARCH models A Aknouche, BS Almohaimeed, S Dimitrakopoulos Studies in Nonlinear Dynamics & Econometrics 26 (4), 529-539, 2022 | 15 | 2022 |
| Periodic autoregressive conditional duration A Aknouche, B Almohaimeed, S Dimitrakopoulos Journal of Time Series Analysis 43 (1), 5-29, 2022 | 15 | 2022 |
| Ergodicity conditions for a double mixed Poisson autoregression A Aknouche, N Demmouche Statistics & Probability Letters 147, 6-11, 2019 | 12 | 2019 |
