Abdou Kâ Diongue

Available identifiers

zbMath Open diongue.abdou-kaMaRDI QIDQ392530

List of research outcomes

Publication	Date of Publication	Type
A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function	2022-05-11	Paper
Adaptive realized hyperbolic GARCH process: stability and estimation	2022-05-11	Paper
M-estimate for the stationary hyperbolic GARCH models	2022-01-24	Paper
Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation	2021-01-20	Paper
A negative binomial mixture integer-valued GARCH model	2018-06-12	Paper
On change-point detection in volatile series using GARCH models	2017-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q5357865	2017-09-18	Paper
Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method	2016-07-19	Paper
Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model	2016-07-13	Paper
Thek-factor GARMA Process with Infinite Variance Innovations	2016-05-30	Paper
A classification method for binary predictors combining similarity measures and mixture models	2016-01-21	Paper
The autocorrelation function behavior of regime switching models: an empirical approach	2014-01-14	Paper
BL-GARCH models with elliptical distributed innovations	2010-09-17	Paper
A multivariate generalized long memory model	2010-03-29	Paper
Estimation ofk-Factor GIGARCH Process: A Monte Carlo Study	2008-12-04	Paper
Seasonal fractional ARIMA with stable innovations	2008-09-17	Paper
The stationary seasonal hyperbolic asymmetric power ARCH model	2007-08-23	Paper
Estimating parameters of a \(k\)-factor GIGARCH process	2004-11-23	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Abdou Kâ Diongue