Abdelouahab Bibi

Available identifiers

zbMath Open bibi.abdelouahabMaRDI QIDQ257477

List of research outcomes

Publication	Date of Publication	Type
Spectral analysis for GARCH processes through a bilinear representation	2023-09-11	Paper
On inverse-gamma distribution delayed by Poisson process	2023-06-20	Paper
Moment method estimation of first-order continuous-time bilinear processes	2022-06-30	Paper
Whittle estimation in multivariate CCC-GARCH processes	2022-06-10	Paper
QMLE of periodic time-varying bilinear– GARCH models	2022-06-10	Paper
Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.	2022-05-25	Paper
Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes	2022-05-18	Paper
Frequency-domain estimation of continuous-time bilinear processes	2022-01-10	Paper
QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes	2022-01-10	Paper
Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients	2021-12-13	Paper
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations	2018-06-15	Paper
Markov-switching BILINEAR − GARCH models: Structure and estimation	2018-04-27	Paper
Minimum distance estimation of Markov-switching bilinear processes	2017-01-11	Paper
On periodic time-varying bilinear processes: structure and asymptotic inference	2016-10-31	Paper
Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models	2016-08-26	Paper
On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing	2016-04-27	Paper
Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality	2016-03-17	Paper
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models	2015-06-11	Paper
On stationarity and second-order properties of bilinear random fields	2014-10-24	Paper
A note on integrated periodic \textit{GARCH} processes	2014-06-05	Paper
Estimation and Asymptotic Properties in PeriodicGARCH(1, 1) Models	2013-11-26	Paper
On general periodic time-varying bilinear processes	2012-06-26	Paper
On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)	2012-06-04	Paper
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes	2011-02-22	Paper
A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation	2010-12-14	Paper
CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS	2010-10-22	Paper
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models	2010-09-01	Paper
Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes	2010-03-17	Paper
On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity	2009-10-13	Paper
Probabilistic properties of periodic GARCH prosses	2009-04-02	Paper
On stationarity and \(\beta \)-mixing of periodic bilinear processes	2009-01-21	Paper
On the ARCH model with random coefficients	2008-02-25	Paper
Estimation of Periodic Bilinear Time Series Models	2007-02-15	Paper
Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques	2006-07-14	Paper
Stationarity and asymptotic inference of some periodic bilinear models.	2005-12-05	Paper
A note on the stability and causality of general time-dependent bilinear models	2005-08-01	Paper
Properties of some bilinear models with periodic regime switching	2005-04-21	Paper
Estimation of Some Bilinear Time Series Models with Time Varying Coefficients	2005-01-20	Paper
Consistent and asymptotically normal estimators for cyclically time-dependent linear models	2004-10-05	Paper
On the stability and causality of general time-dependent bilinear models.	2004-03-15	Paper
A note on the properties of some time varying bilinear models.	2003-05-07	Paper
On the Covariance Structure of Time Varying Bilinear Models	2003-02-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Abdelouahab Bibi