Mohamed Boutahar

Available identifiers

zbMath Open boutahar.mohamedMaRDI QIDQ257541

List of research outcomes

Publication	Date of Publication	Type
Comparison of non-parametric and semi-parametric tests in detecting long memory	2020-09-28	Paper
Estimation of Pickands dependence function of bivariate extremes under mixing conditions	2020-07-14	Paper
Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?	2017-04-11	Paper
A test for the equality of monotone transformations of two random variables	2017-01-12	Paper
Behaviour of skewness, kurtosis and normality tests in long memory data	2016-03-17	Paper
Fractionally integrated time varying GARCH model	2016-03-17	Paper
Nonparametric comparison of several transformations of distribution functions	2013-11-21	Paper
Testing for change in mean of independent multivariate observations with time varying covariance	2012-03-13	Paper
Nonparametric test for detecting change in distribution with panel data	2011-05-01	Paper
Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series	2010-04-22	Paper
Which econometric specification to characterize the U.S. inflation rate process?	2009-11-20	Paper
The effect of tapering on the semiparametric estimators for nonstationary long memory processes	2009-09-14	Paper
Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application	2009-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q3604355	2009-02-24	Paper
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)	2008-06-11	Paper
Seasonal nonlinear long memory model for the US inflation rates	2008-06-11	Paper
General autoregressive models with long-memory noise	2003-03-10	Paper
Erratum to ``Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density [Economics Letters 77 (2002) 177--186]	2003-01-22	Paper
Modèles autorégressifs explosifs avec bruit longue mémoire	2001-08-17	Paper
Least squares estimator for regression models with some deterministic time varying parameters	1996-09-18	Paper
A proof of asymptotic normality for some VARX models	1995-11-14	Paper
Almost sure convergence of least squares estimates for regular multivariate ARX systems	1993-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q4001108	1992-09-26	Paper
Strong consistency of least squares estimates in general ARXd (p, s) system	1992-06-28	Paper
Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3986718	1992-06-27	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: Mohamed Boutahar