Ghezal, Ahmed A doubly Markov switching AR model: some probabilistic properties and strong consistency. (English) Zbl 07798130 J. Math. Sci., New York 271, No. 1, Series A, 66-75 (2023). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{A. Ghezal}, J. Math. Sci., New York 271, No. 1, 66--75 (2023; Zbl 07798130) Full Text: DOI
Ghezal, Ahmed QMLE for periodic time-varying asymmetric log GARCH models. (English) Zbl 1475.62237 Commun. Math. Stat. 9, No. 3, 273-297 (2021). MSC: 62M10 62M15 62F12 62P20 PDFBibTeX XMLCite \textit{A. Ghezal}, Commun. Math. Stat. 9, No. 3, 273--297 (2021; Zbl 1475.62237) 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