Mohamed Bentarzi

Available identifiers

zbMath Open bentarzi.mohamedMaRDI QIDQ826989

List of research outcomes

Publication	Date of Publication	Type
Locally asymptotically efficient estimation for parametric PINAR(p) models	2024-02-08	Paper
Periodic negative binomial INGARCH(1, 1) model	2024-01-23	Paper
Efficient estimation in semiparametric self-exciting threshold INAR processes	2023-07-20	Paper
On a periodic negative binomial SETINAR model	2023-07-18	Paper
On a periodic SETINAR model	2023-07-18	Paper
Efficient estimation in (PINAR(1)) model: semiparametric case	2022-12-13	Paper
QMLE of periodic integer-valued time series models	2022-10-18	Paper
On some periodic INARMA(p,q) models	2022-10-18	Paper
On periodic EGARCH models	2022-09-14	Paper
On mixture periodic Integer-Valued ARCH models	2022-07-05	Paper
Efficient estimation in periodic INAR(1) model: parametric case	2022-07-04	Paper
Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case	2021-01-06	Paper
Periodic integer-valued bilinear time series model	2017-04-25	Paper
Periodic integer-valued GARCH(1, 1) model	2017-04-11	Paper
On Mixture Periodic Vector Autoregressive Models	2014-08-18	Paper
Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model	2014-05-30	Paper
Testing the Fractional Integration Parameter Revisited: a Fractional Dickey-Fuller Test	2012-09-05	Paper
Moments of Mixture Periodic Autoregressive Models	2012-06-19	Paper
Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes	2011-02-03	Paper
Adaptive Estimation of Causal Periodic Autoregressive Model	2009-12-16	Paper
Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models	2009-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q3399106	2009-09-29	Paper
Mixture periodic autoregressive conditional heteroskedastic models	2009-06-16	Paper
On the existence of higher-order moments of periodic GARCH models	2008-12-10	Paper
Predictive Density Order Selection of Periodic AR Models	2008-09-30	Paper
An On-Line Estimation Algorithm for Periodic Autoregressive Models	2007-02-15	Paper
Calculation of the Fisher Information Matrix for Periodic ARMA Models	2005-06-14	Paper
Model-building problem of periodically correlated \(m\)-variate moving average processes	1999-10-31	Paper
Spectral Factorization of Periodically Correlated MA(1) Processes	1998-11-03	Paper
ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS	1994-06-29	Paper

Research outcomes over time

Doctoral students

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