Hafida Guerbyenne

Available identifiers

zbMath Open guerbyenne.hafidaMaRDI QIDQ857100

List of research outcomes

Publication	Date of Publication	Type
The \(\log\) GARCH stochastic volatility model	2024-09-16	Paper
Bayesian inference in a multiple contaminated autoregressive model with trend	2023-09-19	Paper
Power periodic threshold GARCH model: Structure and estimation	2022-05-17	Paper
Bootstrapping Periodic State-Space Models	2015-06-03	Paper
Adaptive Estimation of Causal Periodic Autoregressive Model	2009-12-16	Paper
Periodic stationarity of random coefficient periodic autoregressions	2009-04-15	Paper
On some probabilistic properties of double periodic AR models	2009-03-04	Paper
Predictive Density Order Selection of Periodic AR Models	2008-09-30	Paper
Recursive Estimation of GARCH Models	2007-02-15	Paper
Two-stage RLS algorithm for estimating ARCH models	2006-12-14	Paper

Research outcomes over time

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