Ines Lescheb

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
QMLE for periodic absolute value GARCH models Random Operators and Stochastic Equations	2024-03-04	Paper
On the stationarity and existence of moments of the periodic EGARCH process Monte Carlo Methods and Applications	2023-12-02	Paper
On stationarity of the periodic AGARCH processes Random Operators and Stochastic Equations	2015-03-10	Paper
A note on integrated periodic \textit{GARCH} processes Statistics & Probability Letters	2014-06-05	Paper
Estimation and asymptotic properties in periodic GARCH(1,1) models Communications in Statistics. Theory and Methods	2013-11-26	Paper
Asymptotic inference for periodic ARCH processes Random Operators and Stochastic Equations	2013-06-06	Paper
On general periodic time-varying bilinear processes Economics Letters	2012-06-26	Paper
A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation Comptes Rendus. Mathématique. Académie des Sciences, Paris	2010-12-14	Paper
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models Statistics & Probability Letters	2010-09-01	Paper

Research outcomes over time

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