Abdessamad Saidi

From MaRDI portal
Person:945776



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!

PublicationDate of PublicationType
Asymptotic properties of weighted least squares estimation in weak PARMA models
Journal of Time Series Analysis
2013-10-04Paper
Aggregation and systematic sampling of periodic ARMA processes
Computational Statistics and Data Analysis
2009-06-16Paper
Optimal Tests of Noncorrelation Between Multivariate Time Series
Journal of the American Statistical Association
2009-06-12Paper
ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
Econometric Theory
2009-06-11Paper
Exact maximum likelihood estimation of structured or unit root multivariate time series models
Computational Statistics and Data Analysis
2008-12-11Paper
The asymptotic and exact Fisher information matrices of a vector ARMA process
Statistics & Probability Letters
2008-09-17Paper
Consistent testing for non‐correlation of two cointegrated ARMA time series
The Canadian Journal of Statistics
2007-10-22Paper
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
Journal of Time Series Analysis
2006-05-24Paper


Research outcomes over time


This page was built for person: Abdessamad Saidi