Mixture periodic autoregressive conditional heteroskedastic models

JOURNAL ARTICLE published September 2008 in Computational Statistics & Data Analysis

Authors: M. Bentarzi | F. Hamdi

On periodic ergodicity of a general periodic mixed Poisson autoregression

JOURNAL ARTICLE published March 2018 in Statistics & Probability Letters

Authors: Abdelhakim Aknouche | Wissam Bentarzi | Nacer Demouche

Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches

JOURNAL ARTICLE published March 1996 in Econometric Theory

Authors: Mohamed Bentarzi | Marc Hallin

On mixture periodic Integer-Valued ARCH models

JOURNAL ARTICLE published 2 December 2021 in Communications in Statistics - Simulation and Computation

Authors: Fares Ouzzani | Mohamed Bentarzi

On multiple periodic autoregression

JOURNAL ARTICLE published 1987 in Applications of Mathematics

Authors: Jiří Anděl

Periodic autoregression with exogenous variables and periodic variances

JOURNAL ARTICLE published 1989 in Applications of Mathematics

Authors: Jiří Anděl

Statistical analysis of periodic autoregression

JOURNAL ARTICLE published 1983 in Applications of Mathematics

Authors: Jiří Anděl

Periodic integer-valued bilinear time series model

JOURNAL ARTICLE published February 2017 in Communications in Statistics - Theory and Methods

Authors: Mohamed Bentarzi | Wissam Bentarzi

Periodic integer-valued GARCH(1, 1) model

JOURNAL ARTICLE published 7 February 2017 in Communications in Statistics - Simulation and Computation

Authors: Mohamed Bentarzi | Wissam Bentarzi

Some Results in Periodic Autoregression

JOURNAL ARTICLE published August 1979 in Biometrika

Authors: Brent M. Troutman

On periodic autoregression with unknown mean

JOURNAL ARTICLE published 1985 in Applications of Mathematics

Authors: Jiří Anděl | Asunción Rubio | Antonio Insua

Some results in periodic autoregression

JOURNAL ARTICLE published 1979 in Biometrika

Authors: BRENT M. TROUTMAN

On Mixture Periodic Vector Autoregressive Models

JOURNAL ARTICLE published 26 November 2014 in Communications in Statistics - Simulation and Computation

Authors: M. Bentarzi | L. Djeddou

Moments of Mixture Periodic Autoregressive Models

JOURNAL ARTICLE published 15 November 2011 in Communications in Statistics - Theory and Methods

Authors: M. Bentarzi | M. Merzougui

On the existence of higher-order moments of periodic GARCH models

JOURNAL ARTICLE published December 2008 in Statistics & Probability Letters

Authors: Abdelhakim Aknouche | Mohamed Bentarzi

A note on the order selection of mixture periodic autoregressive models

PROCEEDINGS ARTICLE published May 2015 in 2015 6th International Conference on Modeling, Simulation, and Applied Optimization (ICMSAO)

Authors: Faycal Hamdi

Mixture periodic GARCH models: Applications to exchange rate modeling

PROCEEDINGS ARTICLE published April 2013 in 2013 5th International Conference on Modeling, Simulation and Applied Optimization (ICMSAO)

Authors: Faycal Hamdi | Said Souam

Mixture periodic GARCH models: theory and applications

JOURNAL ARTICLE published December 2018 in Empirical Economics

Authors: Fayçal Hamdi | Saïd Souam

Panel vector autoregression under cross-sectional dependence

JOURNAL ARTICLE published July 2008 in Econometrics Journal

Authors: Xiao Huang

Mixture autoregression with heavy-tailed conditional distribution

DISSERTATION published

Authors: Po-ling Kam