 | Up a level |
Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Forecasting transaction counts with integer-valued GARCH models.
Aknouche, Abdelhakim and Demouche, Nacer (2018): Ergodicity conditions for a double mixed Poisson autoregression.
Aknouche, Abdelhakim and Francq, Christian (2019): Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models.
Aknouche, Abdelhakim and Francq, Christian (2018): Count and duration time series with equal conditional stochastic and mean orders.
Aknouche, Abdelhakim and Francq, Christian (2020): Stationarity and ergodicity of Markov switching positive conditional mean models.
