Edit Profile (opens in new tab) Boutahar, Mohamed Co-Author Distance Author ID: boutahar.mohamed Published as: Boutahar, Mohamed; Boutahar, M. Documents Indexed: 26 Publications since 1991, including 1 Additional arXiv Preprint Reviewing Activity: 19 Reviews Co-Authors: 16 Co-Authors with 17 Joint Publications 91 Co-Co-Authors all top 5 Co-Authors 9 single-authored 4 Deniau, Claude 3 Pommeret, Denys 2 Ajmi, Ahdi Noomen 2 Ben Nasr, Adnen 2 Ghattas, Badih 2 Marimoutou, Velayoudom 2 Nouira, Leïla 1 Ahamada, Ibrahim 1 Boubaker, Heni 1 Dufrénot, Gilles 1 Gbaguidi, David 1 Kchaou, Imen 1 Khalfaoui, Rabeh 1 Peguin-Feissolle, Anne 1 Reboul, Laurence 1 Trabelsi, Abdelwahed all top 5 Serials 3 Computational Economics 2 Metrika 2 Comptes Rendus de l’Académie des Sciences. Série I 2 Stochastics and Stochastics Reports 2 Journal of Applied Statistics 2 Statistical Methods and Applications 1 Lithuanian Mathematical Journal 1 Systems & Control Letters 1 Journal of Time Series Analysis 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 Statistical Papers 1 Journal of Nonparametric Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Statistical Inference for Stochastic Processes 1 Mathématiques et Sciences Humaines. Mathematics and Social Sciences 1 Journal of Probability and Statistics Fields 20 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 14 Publications have been cited 33 times in 32 Documents Cited by ▼ Year ▼ Estimation methods of the long memory parameter: Monte Carlo analysis and application. Zbl 1157.62059 Boutahar, Mohamed; Marimoutou, Vêlayoudom; Nouira, Leïla 10 2007 A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564 Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne 5 2008 Identification of persistent cycles in non-Gaussian long-memory time series. Zbl 1198.62089 Boutahar, Mohamed 3 2008 The effect of tapering on the semiparametric estimators for nonstationary long memory processes. Zbl 1309.62067 Nouira, Leïla; Boutahar, Mohamed; Marimoutou, Vêlayoudom 2 2009 General autoregressive models with long-memory noise. Zbl 1024.62034 Boutahar, Mohamed 2 2002 Seasonal nonlinear long memory model for the US inflation rates. Zbl 1136.91563 Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed 2 2008 Distribution asymptotique de l’estimateur des moindres carrés. Cas des modèles ARX(p,s) instables. (Asymptotic distribution of least squares estimates in unstable ARX(p,s) models). Zbl 0745.60029 Boutahar, M. 2 1991 Erratum to “Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density” [Economics Letters 77 (2002) 177–186]. Zbl 1032.91613 Ahamada, Ibrahim; Boutahar, Mohamed 1 2003 A proof of asymptotic normality for some VARX models. Zbl 0833.62082 Boutahar, Mohamed; Deniau, Claude 1 1995 Least squares estimator for regression models with some deterministic time varying parameters. Zbl 0845.62056 Boutahar, Mohamed; Deniau, Claude 1 1996 Comparison of non-parametric and semi-parametric tests in detecting long memory. Zbl 1511.62212 Boutahar, Mohamed 1 2009 Nonparametric comparison of several transformations of distribution functions. Zbl 1416.62242 Boutahar, Mohamed; Ghattas, Badih; Pommeret, Denys 1 2013 Fractionally integrated time varying GARCH model. Zbl 1332.62309 Ben Nasr, Adnen; Boutahar, Mohamed; Trabelsi, Abdelwahed 1 2010 Strong consistency of least squares estimates in general \(ARX_ d(p,s)\) system. Zbl 0744.62121 Boutahar, Mohamed 1 1992 Nonparametric comparison of several transformations of distribution functions. Zbl 1416.62242 Boutahar, Mohamed; Ghattas, Badih; Pommeret, Denys 1 2013 Fractionally integrated time varying GARCH model. Zbl 1332.62309 Ben Nasr, Adnen; Boutahar, Mohamed; Trabelsi, Abdelwahed 1 2010 The effect of tapering on the semiparametric estimators for nonstationary long memory processes. Zbl 1309.62067 Nouira, Leïla; Boutahar, Mohamed; Marimoutou, Vêlayoudom 2 2009 Comparison of non-parametric and semi-parametric tests in detecting long memory. Zbl 1511.62212 Boutahar, Mohamed 1 2009 A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564 Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne 5 2008 Identification of persistent cycles in non-Gaussian long-memory time series. Zbl 1198.62089 Boutahar, Mohamed 3 2008 Seasonal nonlinear long memory model for the US inflation rates. Zbl 1136.91563 Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed 2 2008 Estimation methods of the long memory parameter: Monte Carlo analysis and application. Zbl 1157.62059 Boutahar, Mohamed; Marimoutou, Vêlayoudom; Nouira, Leïla 10 2007 Erratum to “Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density” [Economics Letters 77 (2002) 177–186]. Zbl 1032.91613 Ahamada, Ibrahim; Boutahar, Mohamed 1 2003 General autoregressive models with long-memory noise. Zbl 1024.62034 Boutahar, Mohamed 2 2002 Least squares estimator for regression models with some deterministic time varying parameters. Zbl 0845.62056 Boutahar, Mohamed; Deniau, Claude 1 1996 A proof of asymptotic normality for some VARX models. Zbl 0833.62082 Boutahar, Mohamed; Deniau, Claude 1 1995 Strong consistency of least squares estimates in general \(ARX_ d(p,s)\) system. Zbl 0744.62121 Boutahar, Mohamed 1 1992 Distribution asymptotique de l’estimateur des moindres carrés. Cas des modèles ARX(p,s) instables. (Asymptotic distribution of least squares estimates in unstable ARX(p,s) models). Zbl 0745.60029 Boutahar, M. 2 1991 all cited Publications top 5 cited Publications all top 5 Cited by 51 Authors 11 Boutahar, Mohamed 3 Deniau, Claude 2 Bisaglia, Luisa 2 Boubaker, Heni 2 Diongue, Abdou Kâ 1 Al-Gounmeein, Remal Shaher 1 Ben Nasr, Adnen 1 Bogdanova, Boryana C. 1 Bordignon, Silvano 1 Canarella, Giorgio 1 Cecchinato, Nedda 1 Chen, Wenting 1 Chen, Yong 1 Duchesne, Pierre 1 Ferreira, Guillermo P. 1 Fu, Hui 1 Grigoletto, Matteo 1 Grillenzoni, Carlo 1 Guégan, Dominique 1 Gupta, Rangan 1 He, Xinjiang 1 Hili, Ouagnina 1 Ismail, Mohd Tahir 1 Ivanov, Ivan Ganchev 1 Kanga, Serge-Hippolyte Arnaud 1 Kchaou, Imen 1 Keita, Filamory Abraham Michael 1 Ko, Kyungduk 1 Lehecka, Georg V. 1 Li, Ying 1 Lu, Zhiping 1 Marimoutou, Velayoudom 1 Marques, G. O. L. C. 1 Mateu, Jorge 1 McElroy, Tucker S. 1 Muñoz, Joel 1 Ndongo, Mor 1 Nouira, Leïla 1 Ogouyandjou, Carlos 1 Ploberger, Werner Ulrich 1 Politis, Dimitris Nicolas 1 Pommeret, Denys 1 Reboul, Laurence 1 Reschenhofer, Erhard 1 Tian, Li 1 Trabelsi, Abdelwahed 1 Uwilingiyimana, Charline 1 Vilar, José Antonio 1 Whelan, Shane F. 1 Zhang, Zhengjun 1 Zhao, Zifeng all top 5 Cited in 20 Serials 4 Statistical Methods and Applications 3 Communications in Statistics. Simulation and Computation 2 Metrika 2 Journal of Econometrics 2 Journal of Statistical Computation and Simulation 2 Test 2 Statistical Papers 2 Journal of Applied Statistics 2 Afrika Statistika 1 Lithuanian Mathematical Journal 1 Physica A 1 Journal of Statistical Planning and Inference 1 Systems & Control Letters 1 Journal of Time Series Analysis 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Studies in Nonlinear Dynamics and Econometrics 1 Applied Stochastic Models in Business and Industry 1 North American Actuarial Journal 1 Journal of Probability and Statistics 1 Journal of Time Series Econometrics all top 5 Cited in 7 Fields 31 Statistics (62-XX) 7 Probability theory and stochastic processes (60-XX) 7 Numerical analysis (65-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX) Citations by Year