Mohamed Boutahar

Available identifiers

zbMath Open boutahar.mohamedMaRDI QIDQ257541

List of research outcomes

Publication	Date of Publication	Type
Comparison of non-parametric and semi-parametric tests in detecting long memory	2020-09-28	Paper
Estimation of Pickands dependence function of bivariate extremes under mixing conditions	2020-07-14	Paper
Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?	2017-04-11	Paper
A test for the equality of monotone transformations of two random variables	2017-01-12	Paper
Behaviour of skewness, kurtosis and normality tests in long memory data	2016-03-17	Paper
Fractionally integrated time varying GARCH model	2016-03-17	Paper
Nonparametric comparison of several transformations of distribution functions	2013-11-21	Paper
Testing for change in mean of independent multivariate observations with time varying covariance	2012-03-13	Paper
Nonparametric test for detecting change in distribution with panel data	2011-05-01	Paper
Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series	2010-04-22	Paper
Which econometric specification to characterize the U.S. inflation rate process?	2009-11-20	Paper
The effect of tapering on the semiparametric estimators for nonstationary long memory processes	2009-09-14	Paper
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application	2009-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q3604355	2009-02-24	Paper
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)	2008-06-11	Paper
Seasonal nonlinear long memory model for the US inflation rates	2008-06-11	Paper
General autoregressive models with long-memory noise	2003-03-10	Paper
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]	2003-01-22	Paper
Modèles autorégressifs explosifs avec bruit longue mémoire	2001-08-17	Paper
Least squares estimator for regression models with some deterministic time varying parameters	1996-09-18	Paper
A proof of asymptotic normality for some VARX models	1995-11-14	Paper
Almost sure convergence of least squares estimates for regular multivariate ARX systems	1993-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q4001108	1992-09-26	Paper
Strong consistency of least squares estimates in general ARXd (p, s) system	1992-06-28	Paper
Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3986718	1992-06-27	Paper

Research outcomes over time

This page was built for person: Mohamed Boutahar