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

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

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

Periodic integer-valued bilinear time series model

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

Authors: Mohamed Bentarzi | Wissam Bentarzi

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 Mixture Periodic Vector Autoregressive Models

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

Authors: M. Bentarzi | L. Djeddou

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

Testing for Threshold Autoregression

JOURNAL ARTICLE published 1 December 1990 in The Annals of Statistics

Authors: K. S. Chan

Nonlinear network autoregression

JOURNAL ARTICLE published 1 December 2023 in The Annals of Statistics

Authors: Mirko Armillotta | Konstantinos Fokianos

Predictive Density Order Selection of Periodic AR Models

JOURNAL ARTICLE published 19 May 2008 in Communications in Statistics - Simulation and Computation

Authors: Mohamed Bentarzi | Hafida Guerbyenne | Roukia Hemis

Smooth backfitting for errors-in-variables additive models

JOURNAL ARTICLE published 1 October 2018 in The Annals of Statistics

Authors: Kyunghee Han | Byeong U. Park

Nonconcave penalized estimation in sparse vector autoregression model

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Statistics

Authors: Xuening Zhu

Regression-type inference in nonparametric autoregression

JOURNAL ARTICLE published 1 August 1998 in The Annals of Statistics

Authors: Jens-Peter Kreiss | Michael H. Neumann

Estimation for almost periodic processes

JOURNAL ARTICLE published 1 June 2008 in The Annals of Statistics

Authors: Keh-Shin Lii | Murray Rosenblatt

Strong identifiability and optimal minimax rates for finite mixture estimation

JOURNAL ARTICLE published 1 December 2018 in The Annals of Statistics

Authors: Philippe Heinrich | Jonas Kahn

Weakly Adaptive Estimators in Explosive Autoregression

JOURNAL ARTICLE published 1 June 1990 in The Annals of Statistics

Authors: Hira L. Koul | Georg Ch. Pflug

The ACR Model: A Multivariate Dynamic Mixture Autoregression*

JOURNAL ARTICLE published October 2008 in Oxford Bulletin of Economics and Statistics

Authors: Frédérique Bec | Anders Rahbek | Neil Shephard

On the Asymptotic Properties of Least-Squares Estimators in Autoregression

JOURNAL ARTICLE published 1 January 1980 in The Annals of Statistics

Authors: Martin J. Crowder

Spline-backfitted kernel smoothing of nonlinear additive autoregression model

JOURNAL ARTICLE published 1 December 2007 in The Annals of Statistics

Authors: Li Wang | Lijian Yang