Mohammed Benmoumen

From MaRDI portal
Person:2337031

Available identifiers

zbMath Open benmoumen.mohammedMaRDI QIDQ2337031

List of research outcomes





PublicationDate of PublicationType
The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models2023-08-21Paper
Parameter estimation for \(p\)-order random coefficient autoregressive (RCA) models based on Kalman filter2019-11-19Paper
https://portal.mardi4nfdi.de/entity/Q52999192013-06-24Paper
Parameter estimation for GARCH(1,1) models based on Kalman filter2012-05-21Paper

Research outcomes over time

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