Fayçal Hamdi

Available identifiers

zbMath Open hamdi.faycalMaRDI QIDQ2472983

List of research outcomes

Publication	Date of Publication	Type
Temporal relations between imprecise time intervals: representation and reasoning	2024-02-06	Paper
On the asymmetry in the volatility of financial time series: a buffered transition approach	2023-09-19	Paper
Predictive density criterion for SETAR models	2022-06-21	Paper
Probabilistic properties of a Markov-switching periodic GARCH process	2020-07-02	Paper
On periodic autoregressive stochastic volatility models: structure and estimation	2020-04-23	Paper
On Markov-switching periodicARMAmodels	2018-04-27	Paper
Bootstrapping Periodic State-Space Models	2015-06-03	Paper
Computing the Exact Fisher Information Matrix of Periodic State-Space Models	2013-01-31	Paper
Alignment-Based Partitioning of Large-Scale Ontologies	2010-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q3399106	2009-09-29	Paper
Calculating the autocovariances and the likelihood for periodic V ARMA models	2009-06-29	Paper
Mixture periodic autoregressive conditional heteroskedastic models	2009-06-16	Paper
A Note on Calculating Autocovariances of PeriodicARMAModels	2009-05-12	Paper
Extension of the Chandrasekhar filter to the case of periodic state-space models	2008-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q5441106	2008-02-07	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Fayçal Hamdi