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Number of items: 5.

1 June 2013

Aknouche, Abdelhakim (2013): Periodic autoregressive stochastic volatility.

2015

Aknouche, Abdelhakim (2015): Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. Published in: Nova Publisher Science (2015)

3 February 2016

Aknouche, Abdelhakim and Al-Eid, Eid and Demouche, Nacer (2016): Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models.

6 December 2016

Aknouche, Abdelhakim and Bendjeddou, Sara (2016): Negative binomial quasi-likelihood inference for general integer-valued time series models.

1 February 2017

Aknouche, Abdelhakim and Bentarzi, Wissam and Demouche, Nacer (2017): On periodic ergodicity of a general periodic mixed Poisson autoregression.

This list was generated on Tue Sep 19 20:25:11 2017 CEST.
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