The following pages link to Mohamed Boutahar (Q257541):
Displaying 13 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Which econometric specification to characterize the U.S. inflation rate process? (Q1038769) (← links)
- (Q1174522) (redirect page) (← links)
- Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel. (Almost sure asymptotic properties of the least squares estimators in a vectorial autoregressive model) (Q1174523) (← links)
- Identification of echelon canonical forms for vector linear processes using least squares (Q1192964) (← links)
- Almost sure convergence of least squares estimates for regular multivariate ARX systems (Q1199088) (← links)
- Optimal linear filtering and smoothing for a discrete-time stable linear model (Q1333192) (← links)
