Abdelhakim Aknouche

Available identifiers

zbMath Open aknouche.abdelhakimMaRDI QIDQ257478

List of research outcomes

Publication	Date of Publication	Type
A multiplicative thinning‐based integer‐valued GARCH model	2024-01-11	Paper
Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs	2023-12-18	Paper
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models	2023-11-17	Paper
Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series	2023-08-24	Paper
Forecasting transaction counts with integer-valued GARCH models	2023-05-03	Paper
Bayesian analysis of periodic asymmetric power GARCH models	2023-04-17	Paper
Stationarity and ergodicity of Markov switching positive conditional mean models	2022-08-08	Paper
Periodic autoregressive conditional duration	2022-02-18	Paper
COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS	2021-06-11	Paper
Ergodicity conditions for a double mixed Poisson autoregression	2019-02-20	Paper
Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models	2018-03-09	Paper
On periodic ergodicity of a general periodic mixed Poisson autoregression	2018-02-15	Paper
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions	2018-02-07	Paper
Periodic autoregressive stochastic volatility	2017-10-27	Paper
Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models	2017-01-10	Paper
Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality	2016-03-17	Paper
Quadratic random coefficient autoregression with linear-in-parameters volatility	2015-06-25	Paper
Explosive strong periodic autoregression with multiplicity one	2015-05-15	Paper
Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes	2015-05-06	Paper
Estimation and strict stationarity testing of ARCH processes based on weighted least squares	2015-03-13	Paper
Stability analysis of the first-order periodic autoregressive diagonal bilinear model	2014-09-17	Paper
Recursive online EM estimation of mixture autoregressions	2013-06-03	Paper
Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases	2012-11-07	Paper
Asymptotic inference of unstable periodic ARCH processes	2012-04-04	Paper
Offline and online weighted least squares estimation of nonstationary power ARCH processes	2011-08-16	Paper
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes	2011-02-22	Paper
On an independent and identically distributed mixture bilinear time-series model	2011-02-22	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
Calculating the autocovariances and the likelihood for periodic V ARMA models	2009-06-29	Paper
A Note on Calculating Autocovariances of PeriodicARMAModels	2009-05-12	Paper
Periodic stationarity of random coefficient periodic autoregressions	2009-04-15	Paper
Probabilistic properties of periodic GARCH prosses	2009-04-02	Paper
On some probabilistic properties of double periodic AR models	2009-03-04	Paper
On the existence of higher-order moments of periodic GARCH models	2008-12-10	Paper
Extension of the Chandrasekhar filter to the case of periodic state-space models	2008-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q5441106	2008-02-07	Paper
Causality conditions and autocovariance calculations in PVAR models	2008-01-28	Paper
An On-Line Estimation Algorithm for Periodic Autoregressive Models	2007-02-15	Paper
Recursive Estimation of GARCH Models	2007-02-15	Paper
Two-stage RLS algorithm for estimating ARCH models	2006-12-14	Paper
Calculation of the Fisher Information Matrix for Periodic ARMA Models	2005-06-14	Paper

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