متابعة
Abdelhakim Aknouche
Abdelhakim Aknouche
بريد إلكتروني تم التحقق منه على qu.edu.sa
عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
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
662009
Count and duration time series with equal conditional stochastic and mean orders
A Aknouche, C Francq
Econometric Theory 37 (2), 248-280, 2021
362021
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
282018
Recursive estimation of GARCH models
A Aknouche, H Guerbyenne
Communications in Statistics-Simulation and Computation 35 (4), 925-938, 2006
282006
Periodic stationarity of random coefficient periodic autoregressions
A Aknouche, H Guerbyenne
Statistics & probability letters 79 (7), 990-996, 2009
232009
On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity
A Bibi, A Aknouche
Mathematical methods of Statistics 17, 305-316, 2008
212008
Asymptotic inference of unstable periodic ARCH processes
A Aknouche, E Al-Eid
Statistical inference for stochastic processes 15, 61-79, 2012
182012
Causality conditions and autocovariance calculations in PVAR models
A Aknouche
Journal of Statistical Computation and Simulation 77 (9), 769-780, 2007
182007
Periodic autoregressive stochastic volatility
A Aknouche
Statistical Inference for Stochastic Processes 20, 139-177, 2017
172017
On periodic ergodicity of a general periodic mixed Poisson autoregression
A Aknouche, W Bentarzi, N Demouche
Statistics & Probability Letters 134, 15-21, 2018
162018
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
162012
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
152023
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
152010
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
152005
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
142010
On some probabilistic properties of double periodic AR models
A Aknouche, H Guerbyenne
Statistics & probability letters 79 (3), 407-413, 2009
142009
Stationarity and ergodicity of Markov switching positive conditional mean models
A Aknouche, C Francq
Journal of Time Series Analysis 43 (3), 436-459, 2022
122022
On the existence of higher-order moments of periodic GARCH models
A Aknouche, M Bentarzi
Statistics & probability letters 78 (18), 3262-3268, 2008
112008
Ergodicity conditions for a double mixed Poisson autoregression
A Aknouche, N Demmouche
Statistics & Probability Letters 147, 6-11, 2019
102019
Forecasting transaction counts with integer-valued GARCH models
A Aknouche, BS Almohaimeed, S Dimitrakopoulos
Studies in Nonlinear Dynamics & Econometrics 26 (4), 529-539, 2022
92022
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مقالات 1–20