Aknouche, Abdelhakim and Al-Eid, Eid and Demouche, Nacer (2016): Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models.
Aknouche, Abdelhakim and Bentarzi, Wissam and Demouche, Nacer (2017): On periodic ergodicity of a general periodic mixed Poisson autoregression.
Aknouche, Abdelhakim and Demouche, Nacer (2018): Ergodicity conditions for a double mixed Poisson autoregression.
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