Yacouba Boubacar Maïnassara

Available identifiers

zbMath Open mainassara.yacouba-boubacarMaRDI QIDQ300777

List of research outcomes

Publication	Date of Publication	Type
Portmanteau tests for periodic ARMA models with dependent errors	2024-02-14	Paper
Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms	2023-12-14	Paper
Estimating weak periodic vector autoregressive time series	2023-12-12	Paper
Correction to: ``Estimating weak periodic vector autoregressive time series	2023-12-12	Paper
Portmanteau test for a class of multivariate asymmetric power GARCH model	2023-08-22	Paper
Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms	2023-05-31	Paper
Estimation of multivariate asymmetric power GARCH models	2022-09-30	Paper
Portmanteau test for the asymmetric power GARCH model when the power is unknown	2022-07-05	Paper
Goodness-of-fit tests for SPARMA models with dependent error terms	2022-07-05	Paper
Estimating FARIMA models with uncorrelated but non-independent error terms	2021-11-11	Paper
Multivariate portmanteau tests for weak multiplicative seasonal VARMA models	2021-06-03	Paper
Estimation of weak ARMA models with regime changes	2020-04-07	Paper
Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations	2019-03-20	Paper
Estimation of multivariate asymmetric power GARCH models	2018-12-05	Paper
Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations	2018-10-02	Paper
Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models	2016-06-29	Paper
Semi-strong linearity testing in linear models with dependent but uncorrelated errors	2015-11-23	Paper
On normal stable Tweedie models and power-generalized variance functions of only one component	2015-01-29	Paper
Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models	2015-01-14	Paper
Selection of weak VARMA models by modified Akaike's information criteria	2014-11-20	Paper
Computing and estimating information matrices of weak ARMA models	2012-06-08	Paper
Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models	2011-09-22	Paper
Estimating the orders of weak multivariate ARMA models	2011-07-08	Paper
Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms	2011-05-23	Paper
Estimating structural VARMA models with uncorrelated but non-independent error terms	2011-03-14	Paper
Multivariate portmanteau tests of the adequacy of weak VARMA models.	2010-09-06	Paper

Research outcomes over time

Doctoral students

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