Yakoub Boularouk

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
QMLE for GARCH process with generalized Gaussian errors of variant mean Communications in Statistics. Simulation and Computation	2026-05-07	Paper
GJR-GARCH process with normal errors of varying mean Communications in Statistics. Simulation and Computation	2026-02-23	Paper
Generalized Gaussian quasi-maximum likelihood estimation for most common time series Communications in Statistics: Theory and Methods	2024-02-23	Paper
Standard Laplace quasi-maximum likelihood estimator for GARCH processes Communications in Statistics. Simulation and Computation	2023-07-18	Paper
New approximation for ARMA parameters estimate Mathematics and Computers in Simulation	2021-02-19	Paper
Consistency of quasi-maximum likelihood for processes with asymMetric laplacian innovation	2018-11-06	Paper
Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes Electronic Journal of Statistics	2017-04-07	Paper
Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes Electronic Journal of Statistics	2017-04-07	Paper

Research outcomes over time

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