Bibi, Abdelouahab QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes. (English) Zbl 1477.62234 Commun. Math. Stat. 9, No. 4, 405-438 (2021). MSC: 62M10 62M05 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi}, Commun. Math. Stat. 9, No. 4, 405--438 (2021; Zbl 1477.62234) Full Text: DOI
Bibi, Abdelouahab Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients. (English) Zbl 1476.62178 Stat. Methods Appl. 30, No. 2, 477-514 (2021). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi}, Stat. Methods Appl. 30, No. 2, 477--514 (2021; Zbl 1476.62178) Full Text: DOI
Bibi, Abdelouahab; Kimouche, Karima Whittle estimation in multivariate CCC-GARCH processes. (English) Zbl 07539754 Commun. Stat., Theory Methods 48, No. 15, 3921-3940 (2019). MSC: 62M10 62F10 62F12 62P20 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{K. Kimouche}, Commun. Stat., Theory Methods 48, No. 15, 3921--3940 (2019; Zbl 07539754) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic time-varying bilinear-GARCH models. (English) Zbl 07539713 Commun. Stat., Theory Methods 48, No. 13, 3291-3310 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 48, No. 13, 3291--3310 (2019; Zbl 07539713) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. (English) Zbl 1449.62179 Kybernetika 54, No. 2, 375-399 (2018). MSC: 62M10 62F12 62M15 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Kybernetika 54, No. 2, 375--399 (2018; Zbl 1449.62179) Full Text: DOI Link
Bibi, Abdelouahab; Ghezal, Ahmed Markov-switching BILINEAR-GARCH models: structure and estimation. (English) Zbl 1462.62526 Commun. Stat., Theory Methods 47, No. 2, 307-323 (2018). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Commun. Stat., Theory Methods 47, No. 2, 307--323 (2018; Zbl 1462.62526) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed Minimum distance estimation of Markov-switching bilinear processes. (English) Zbl 1356.62120 Statistics 50, No. 6, 1290-1309 (2016). MSC: 62M05 62M10 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Statistics 50, No. 6, 1290--1309 (2016; Zbl 1356.62120) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed On periodic time-varying bilinear processes: structure and asymptotic inference. (English) Zbl 1349.62394 Stat. Methods Appl. 25, No. 3, 395-420 (2016). MSC: 62M10 60G10 62F12 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Stat. Methods Appl. 25, No. 3, 395--420 (2016; Zbl 1349.62394) Full Text: DOI
Bibi, Abdelouahab; Ghezal, Ahmed Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models. (English) Zbl 1328.62514 Stat. Probab. Lett. 100, 192-202 (2015). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Ghezal}, Stat. Probab. Lett. 100, 192--202 (2015; Zbl 1328.62514) Full Text: DOI
Bibi, Abdelouahab; Lescheb, Ines A note on integrated periodic GARCH processes. (English) Zbl 1296.60085 Stat. Probab. Lett. 87, 121-124 (2014). MSC: 60G10 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{I. Lescheb}, Stat. Probab. Lett. 87, 121--124 (2014; Zbl 1296.60085) 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
Bibi, Abdelouahab; Ho, Moon-Ho Ringo Estimation of periodic bilinear time series models. (English) Zbl 1105.62083 Commun. Stat., Theory Methods 35, No. 9, 1745-1756 (2006). MSC: 62M10 62M09 65C05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{M.-H. R. Ho}, Commun. Stat., Theory Methods 35, No. 9, 1745--1756 (2006; Zbl 1105.62083) Full Text: DOI