Abdelhakim Aknouche
Abdelhakim Aknouche
Adresse e-mail validée de qu.edu.sa
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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
572009
Recursive estimation of GARCH models
A Aknouche, H Guerbyenne
Communications in Statistics-Simulation and Computation 35 (4), 925-938, 2006
232006
Periodic stationarity of random coefficient periodic autoregressions
A Aknouche, H Guerbyenne
Statistics & probability letters 79 (7), 990-996, 2009
202009
Asymptotic inference of unstable periodic ARCH processes
A Aknouche, E Al-Eid
Statistical inference for stochastic processes 15 (1), 61-79, 2012
172012
On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity
A Bibi, A Aknouche
Mathematical methods of Statistics 17 (4), 305-316, 2008
172008
Causality conditions and autocovariance calculations in PVAR models
A Aknouche
Journal of Statistical Computation and Simulation 77 (9), 769-780, 2007
152007
On some probabilistic properties of double periodic AR models
A Aknouche, H Guerbyenne
Statistics & probability letters 79 (3), 407-413, 2009
132009
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
132005
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
112010
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
112010
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
92018
Periodic autoregressive stochastic volatility
A Aknouche
Statistical Inference for Stochastic Processes 20 (2), 139-177, 2017
92017
On the existence of higher-order moments of periodic GARCH models
A Aknouche, M Bentarzi
Statistics & probability letters 78 (18), 3262-3268, 2008
92008
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
A Aknouche
Journal of Time Series Econometrics 5 (1), 25-46, 2013
82013
Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases
A Aknouche
Statistical inference for stochastic processes 15 (3), 241-256, 2012
82012
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
Weighted least squares-based inference for stable and unstable threshold power ARCH processes
A Aknouche, N Touche
Statistics & Probability Letters 97, 108-115, 2015
72015
An on-line estimation algorithm for periodic autoregressive models
M Bentarzi, A Aknouche
Communications in Statistics-Theory and Methods 35 (8), 1495-1512, 2006
72006
On periodic ergodicity of a general periodic mixed Poisson autoregression
A Aknouche, W Bentarzi, N Demouche
Statistics & Probability Letters 134, 15-21, 2018
62018
Offline and online weighted least squares estimation of nonstationary power ARCH processes
A Aknouche, EM Al-Eid, AM Hmeid
Statistics & probability letters 81 (10), 1535-1540, 2011
62011
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