Ahmed Ghezal

Available identifiers

zbMath Open ghezal.ahmedMaRDI QIDQ333535

List of research outcomes

Publication	Date of Publication	Type
On a three-dimensional system of rational difference equations of \((m+1)\)-order	2024-12-03	Paper
On the Markov-switching autoregressive stochastic volatility processes	2024-11-25	Paper
On the \(p\)-dimensional system of nonlinear difference equations: \((K+2)\)-periodic solutions and convergence	2024-11-05	Paper
Solution forms for generalized hyperbolic cotangent type systems of \(p\)-difference equations	2024-09-03	Paper
On the existence of stationary threshold bilinear processes	2024-07-30	Paper
Spectral representation of Markov-switching bilinear processes	2024-07-03	Paper
\textit{QMLE} of the general periodic \textit{GARCH} models	2024-05-21	Paper
Higher-order system of p-nonlinear difference equations solvable in closed-form with variable coefficients	2024-02-16	Paper
A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency	2024-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q6143453	2024-01-05	Paper
Note on a rational system of \((4k+4)\)-order difference equations: periodic solution and convergence	2023-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q6134976	2023-08-23	Paper
QMLE of periodic time-varying bilinear– GARCH models	2022-06-10	Paper
QMLE for periodic time-varying asymmetric log GARCH models	2021-09-30	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
On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing	2016-04-27	Paper
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models	2015-06-11	Paper

Research outcomes over time

This page was built for person: Ahmed Ghezal