Mohammed Benmoumen

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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!

PublicationDate of PublicationType
The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models
Sankhyā. Series A
2023-08-21Paper
Parameter estimation for \(p\)-order random coefficient autoregressive (RCA) models based on Kalman filter
Journal of Applied Mathematics
2019-11-19Paper
Parameter estimation for first-order random coefficient autoregressive (RCA) models based on Kalman filter2013-06-24Paper
Parameter estimation for GARCH(1,1) models based on Kalman filter
Advances and Applications in Statistics
2012-05-21Paper


Research outcomes over time


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