The following pages link to Mohamed Bentarzi (Q826989):
Displaying 24 items.
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- (Q1023920) (redirect page) (← links)
- Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- Moments of Mixture Periodic Autoregressive Models (Q2892598) (← links)
- Periodic integer-valued GARCH(1, 1) model (Q2974922) (← links)
- Periodic integer-valued bilinear time series model (Q2979591) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- (Q3399106) (← links)
- An On-Line Estimation Algorithm for Periodic Autoregressive Models (Q3424175) (← links)
- Predictive Density Order Selection of Periodic AR Models (Q3527751) (← links)
- Adaptive Estimation of Causal Periodic Autoregressive Model (Q3652708) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS (Q4299033) (← links)
- Spectral Factorization of Periodically Correlated MA(1) Processes (Q4393824) (← links)
- Calculation of the Fisher Information Matrix for Periodic ARMA Models (Q4681055) (← links)
- <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
- On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166) (← links)
- Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Locally asymptotically efficient estimation for parametric <i>PINAR</i>(<i>p</i>) models (Q6149011) (← links)
