Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
Aknouche, Abdelhakim Quadratic random coefficient autoregression with linear-in-parameters volatility. (English) Zbl 1329.62368 Stat. Inference Stoch. Process. 18, No. 2, 99-125 (2015). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche}, Stat. Inference Stoch. Process. 18, No. 2, 99--125 (2015; Zbl 1329.62368) Full Text: DOI
Aknouche, Abdelhakim Explosive strong periodic autoregression with multiplicity one. (English) Zbl 1311.62031 J. Stat. Plann. Inference 161, 50-72 (2015). MSC: 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{A. Aknouche}, J. Stat. Plann. Inference 161, 50--72 (2015; Zbl 1311.62031) Full Text: DOI
Aknouche, Abdelhakim; Touche, Nassim Weighted least squares-based inference for stable and unstable threshold power ARCH processes. (English) Zbl 1314.62199 Stat. Probab. Lett. 97, 108-115 (2015). MSC: 62M10 60G05 62P05 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Touche}, Stat. Probab. Lett. 97, 108--115 (2015; Zbl 1314.62199) Full Text: DOI
Aknouche, A. Estimation and strict stationarity testing of ARCH processes based on weighted least squares. (English) Zbl 1308.62166 Math. Methods Stat. 23, No. 2, 81-102 (2014). MSC: 62M10 62F12 62F05 PDFBibTeX XMLCite \textit{A. Aknouche}, Math. Methods Stat. 23, No. 2, 81--102 (2014; Zbl 1308.62166) Full Text: DOI
Aknouche, Abdelhakim; Bentarzi, Wissem Stability analysis of the first-order periodic autoregressive diagonal bilinear model. (English) Zbl 1429.62379 Random Oper. Stoch. Equ. 22, No. 3, 139-150 (2014). MSC: 62M10 60F99 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{W. Bentarzi}, Random Oper. Stoch. Equ. 22, No. 3, 139--150 (2014; Zbl 1429.62379) Full Text: DOI
Aknouche, Abdelhakim Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions. (English) Zbl 1499.62293 J. Time Ser. Econom. 5, No. 1, 25-46 (2013). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche}, J. Time Ser. Econom. 5, No. 1, 25--46 (2013; Zbl 1499.62293) Full Text: DOI
Aknouche, Abdelhakim Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. (English) Zbl 1333.62203 Stat. Inference Stoch. Process. 15, No. 3, 241-256 (2012). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche}, Stat. Inference Stoch. Process. 15, No. 3, 241--256 (2012; Zbl 1333.62203) Full Text: DOI
Aknouche, Abdelhakim; Al-Eid, Eid Asymptotic inference of unstable periodic ARCH processes. (English) Zbl 1236.62010 Stat. Inference Stoch. Process. 15, No. 1, 61-79 (2012). MSC: 62F12 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{E. Al-Eid}, Stat. Inference Stoch. Process. 15, No. 1, 61--79 (2012; Zbl 1236.62010) Full Text: DOI
Aknouche, Abdelhakim; Rabehi, Nadia On an independent and identically distributed mixture bilinear time-series model. (English) Zbl 1224.62043 J. Time Ser. Anal. 31, No. 2, 113-131 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Rabehi}, J. Time Ser. Anal. 31, No. 2, 113--131 (2010; Zbl 1224.62043) Full Text: DOI
Bibi, Abdelouahab; Aknouche, Abdelhakim Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes. (Stationnarité et \(\beta \)-mélange des processus bilinéaires généraux à changement de régime markovien.) (French) Zbl 1187.60023 C. R., Math., Acad. Sci. Paris 348, No. 3-4, 185-188 (2010). MSC: 60G10 62M10 60G12 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Aknouche}, C. R., Math., Acad. Sci. Paris 348, No. 3--4, 185--188 (2010; Zbl 1187.60023) Full Text: DOI
Aknouche, Abdelhakim; Bibi, Abdelouahab Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. (English) Zbl 1222.62107 J. Time Ser. Anal. 30, No. 1, 19-46 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{A. Bibi}, J. Time Ser. Anal. 30, No. 1, 19--46 (2009; Zbl 1222.62107) Full Text: DOI
Aknouche, Abdelhakim Causality conditions and autocovariance calculations in PVAR models. (English) Zbl 1127.62071 J. Stat. Comput. Simulation 77, No. 9-10, 769-780 (2007). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Aknouche}, J. Stat. Comput. Simulation 77, No. 9--10, 769--780 (2007; Zbl 1127.62071) Full Text: DOI