The following pages link to Mohamed Boutahar (Q257541):
Displaying 32 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Which econometric specification to characterize the U.S. inflation rate process? (Q1038769) (← links)
- (Q1174522) (redirect page) (← links)
- Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel. (Almost sure asymptotic properties of the least squares estimators in a vectorial autoregressive model) (Q1174523) (← links)
- Identification of echelon canonical forms for vector linear processes using least squares (Q1192964) (← links)
- Almost sure convergence of least squares estimates for regular multivariate ARX systems (Q1199088) (← links)
- Optimal linear filtering and smoothing for a discrete-time stable linear model (Q1333192) (← links)
- Erratum to ``Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density'' [Economics Letters 77 (2002) 177--186] (Q1853675) (← links)
- General autoregressive models with long-memory noise (Q1862209) (← links)
- Uniform convergence of reversed martingales (Q1890743) (← links)
- Piecewise linear filtering with small observation noise (Q1895799) (← links)
- A proof of asymptotic normality for some VARX models (Q1902123) (← links)
- Least squares estimator for regression models with some deterministic time varying parameters (Q1915122) (← links)
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model (Q2366755) (← links)
- Nonparametric comparison of several transformations of distribution functions (Q2863039) (← links)
- A test for the equality of monotone transformations of two random variables (Q2954248) (← links)
- Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator? (Q2974923) (← links)
- Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- (Q3604355) (← links)
- Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables (Q3986625) (← links)
- (Q3986718) (← links)
- Strong consistency of least squares estimates in general <i>ARX<sub>d</sub> </i>(<i>p, s</i>) system (Q3991742) (← links)
- (Q4001108) (← links)
- Modèles autorégressifs explosifs avec bruit longue mémoire (Q4495519) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
