Hafida Guerbyenne
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Local asymptotic normality in periodic threshold GARCH and periodic GARCH models Communications in Statistics. Theory and Methods | 2026-03-16 | Paper |
| Structure and inference in a periodic random coefficients autoregressive model Communications in Statistics. Theory and Methods | 2026-01-01 | Paper |
| Geometric ergodicity and -mixing of the periodic multivariate BEKK-GARCH model Acta Mathematicae Applicatae Sinica. English Series | 2025-07-18 | Paper |
| The \(\log\) GARCH stochastic volatility model Statistics & Probability Letters | 2024-09-16 | Paper |
| Bayesian inference in a multiple contaminated autoregressive model with trend Journal of Statistical Computation and Simulation | 2023-09-19 | Paper |
| Power periodic threshold GARCH model: structure and estimation Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
| Bootstrapping periodic state-space models Communications in Statistics. Simulation and Computation | 2015-06-03 | Paper |
| Adaptive estimation of causal periodic autoregressive model Communications in Statistics. Simulation and Computation | 2009-12-16 | Paper |
| Periodic stationarity of random coefficient periodic autoregressions Statistics & Probability Letters | 2009-04-15 | Paper |
| On some probabilistic properties of double periodic AR models Statistics & Probability Letters | 2009-03-04 | Paper |
| Predictive Density Order Selection of Periodic AR Models Communications in Statistics. Simulation and Computation | 2008-09-30 | Paper |
| Recursive Estimation of GARCH Models Communications in Statistics. Simulation and Computation | 2007-02-15 | Paper |
| Two-stage RLS algorithm for estimating ARCH models Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-12-14 | Paper |
Research outcomes over time
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