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 |
|---|---|---|
| Locally asymptotically efficient estimation for parametric PINAR(p) models Statistica Neerlandica | 2024-02-08 | Paper |
| Periodic negative binomial INGARCH(1, 1) model Communications in Statistics. Simulation and Computation | 2024-01-23 | Paper |
| Efficient estimation in semiparametric self-exciting threshold INAR processes Communications in Statistics. Simulation and Computation | 2023-07-20 | Paper |
| On a periodic SETINAR model Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
| On a periodic negative binomial SETINAR model Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
| Efficient estimation in (PINAR(1)) model: semiparametric case Communications in Statistics. Simulation and Computation | 2022-12-13 | Paper |
| QMLE of periodic integer-valued time series models Communications in Statistics. Simulation and Computation | 2022-10-18 | Paper |
| On some periodic INARMA(p,q) models Communications in Statistics. Simulation and Computation | 2022-10-18 | Paper |
| On periodic EGARCH models Communications in Statistics. Simulation and Computation | 2022-09-14 | Paper |
| On mixture periodic Integer-Valued ARCH models Communications in Statistics. Simulation and Computation | 2022-07-05 | Paper |
| Efficient estimation in periodic INAR(1) model: parametric case Communications in Statistics. Simulation and Computation | 2022-07-04 | Paper |
| Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
| Periodic integer-valued bilinear time series model Communications in Statistics: Theory and Methods | 2017-04-25 | Paper |
| Periodic integer-valued GARCH(1,1) model Communications in Statistics. Simulation and Computation | 2017-04-11 | Paper |
| On mixture periodic vector autoregressive models Communications in Statistics. Simulation and Computation | 2014-08-18 | Paper |
| Adaptive estimation of periodic first-order threshold autoregressive model Communications in Statistics. Simulation and Computation | 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 Communications in Statistics. Theory and Methods | 2012-06-19 | Paper |
| Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes Communications in Statistics. Simulation and Computation | 2011-02-03 | Paper |
| Adaptive estimation of causal periodic autoregressive model Communications in Statistics. Simulation and Computation | 2009-12-16 | Paper |
| Adaptive test for periodicity in self-exciting threshold autoregressive models Communications in Statistics. Simulation and Computation | 2009-12-16 | Paper |
| Mixture periodic autoregression with periodic ARCH errors | 2009-09-29 | Paper |
| Mixture periodic autoregressive conditional heteroskedastic models Computational Statistics and Data Analysis | 2009-06-16 | Paper |
| On the existence of higher-order moments of periodic GARCH models Statistics & Probability Letters | 2008-12-10 | Paper |
| Predictive Density Order Selection of Periodic AR Models Communications in Statistics. Simulation and Computation | 2008-09-30 | Paper |
| An On-Line Estimation Algorithm for Periodic Autoregressive Models Communications in Statistics: Theory and Methods | 2007-02-15 | Paper |
| Calculation of the Fisher Information Matrix for Periodic ARMA Models Communications in Statistics: Theory and Methods | 2005-06-14 | Paper |
| Model-building problem of periodically correlated \(m\)-variate moving average processes Journal of Multivariate Analysis | 1999-10-31 | Paper |
| Spectral Factorization of Periodically Correlated MA(1) Processes Journal of Applied Probability | 1998-11-03 | Paper |
| ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS Journal of Time Series Analysis | 1994-06-29 | Paper |
Research outcomes over time
This page was built for person: Mohamed Bentarzi
