Mohamed Bentarzi

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Person:826989

Available identifiers

zbMath Open bentarzi.mohamedMaRDI QIDQ826989

List of research outcomes





PublicationDate of PublicationType
Locally asymptotically efficient estimation for parametric PINAR(p) models2024-02-08Paper
Periodic negative binomial INGARCH(1, 1) model2024-01-23Paper
Efficient estimation in semiparametric self-exciting threshold INAR processes2023-07-20Paper
On a periodic SETINAR model2023-07-18Paper
On a periodic negative binomial SETINAR model2023-07-18Paper
Efficient estimation in (PINAR(1)) model: semiparametric case2022-12-13Paper
QMLE of periodic integer-valued time series models2022-10-18Paper
On some periodic INARMA(p,q) models2022-10-18Paper
On periodic EGARCH models2022-09-14Paper
On mixture periodic Integer-Valued ARCH models2022-07-05Paper
Efficient estimation in periodic INAR(1) model: parametric case2022-07-04Paper
Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case2021-01-06Paper
Periodic integer-valued bilinear time series model2017-04-25Paper
Periodic integer-valued GARCH(1, 1) model2017-04-11Paper
On Mixture Periodic Vector Autoregressive Models2014-08-18Paper
Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model2014-05-30Paper
Testing the Fractional Integration Parameter Revisited: a Fractional Dickey-Fuller Test2012-09-05Paper
Moments of Mixture Periodic Autoregressive Models2012-06-19Paper
Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes2011-02-03Paper
Adaptive estimation of causal periodic autoregressive model2009-12-16Paper
Adaptive test for periodicity in self-exciting threshold autoregressive models2009-12-16Paper
https://portal.mardi4nfdi.de/entity/Q33991062009-09-29Paper
Mixture periodic autoregressive conditional heteroskedastic models2009-06-16Paper
On the existence of higher-order moments of periodic GARCH models2008-12-10Paper
Predictive Density Order Selection of Periodic AR Models2008-09-30Paper
An On-Line Estimation Algorithm for Periodic Autoregressive Models2007-02-15Paper
Calculation of the Fisher Information Matrix for Periodic ARMA Models2005-06-14Paper
Model-building problem of periodically correlated \(m\)-variate moving average processes1999-10-31Paper
Spectral Factorization of Periodically Correlated MA(1) Processes1998-11-03Paper
ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS1994-06-29Paper

Research outcomes over time

This page was built for person: Mohamed Bentarzi