| Publication | Date of Publication | Type |
|---|
| On periodic logGARCH model with empirical application model with empirical application | 2025-01-07 | Paper |
| 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 |
| QMLE of periodic time-varying bilinear– GARCH models | 2022-06-10 | Paper |
| Whittle estimation in multivariate CCC-GARCH processes | 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 |
