The following pages link to Abdelouahab Bibi (Q257477):
Displayed 43 items.
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\) (Q424766) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- On stationarity and second-order properties of bilinear random fields (Q466054) (← links)
- A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
- Item:Q257477 (redirect page) (← links)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- On the stability and causality of general time-dependent bilinear models. (Q1426591) (← links)
- Properties of some bilinear models with periodic regime switching (Q1771457) (← links)
- A note on the properties of some time varying bilinear models. (Q1871243) (← links)
- Consistent and asymptotically normal estimators for cyclically time-dependent linear models (Q1881377) (← links)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- Frequency-domain estimation of continuous-time bilinear processes (Q2063073) (← links)
- QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
- Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes (Q2269670) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- On the ARCH model with random coefficients (Q2472996) (← links)
- A note on the stability and causality of general time-dependent bilinear models (Q2483880) (← links)
- On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
- Stationarity and asymptotic inference of some periodic bilinear models. (Q2575637) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875) (← links)
- Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
- Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- Estimation of Some Bilinear Time Series Models with Time Varying Coefficients (Q3158142) (← links)
- CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS (Q3162996) (← links)
- Estimation of Periodic Bilinear Time Series Models (Q3424192) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- On the Covariance Structure of Time Varying Bilinear Models (Q4795539) (← links)
- Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
- Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients. (Q5079129) (← links)
- Moment method estimation of first-order continuous-time bilinear processes (Q5085917) (← links)
- Propriétés dans L<sup>2</sup>et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques (Q5476455) (← links)
- Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← links)
- Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)
- On inverse-gamma distribution delayed by Poisson process (Q6101732) (← links)