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Author ID: bibi.abdelouahab Recent zbMATH articles by "Bibi, Abdelouahab"
Published as: Bibi, Abdelouahab; Bibi, A.
Documents Indexed: 45 Publications since 2002, including 1 Additional arXiv Preprint
Co-Authors: 12 Co-Authors with 36 Joint Publications
88 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

37 Publications have been cited 154 times in 77 Documents Cited by Year
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. Zbl 1222.62107
Aknouche, Abdelhakim; Bibi, Abdelouahab
25
2009
On the covariance structure of time varying bilinear models. Zbl 1017.62074
Bibi, Abdelouahab
14
2003
On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity. Zbl 1231.62159
Bibi, A.; Aknouche, A.
11
2008
Consistent and asymptotically normal estimators for cyclically time-dependent linear models. Zbl 1049.62094
Bibi, Abdelouahab; Francq, Christian
10
2003
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models. Zbl 1203.62155
Bibi, Abdelouahab; Lescheb, Ines
10
2010
Estimation of some bilinear time series models with time varying coefficients. Zbl 1054.62100
Bibi, Abdelouahab; Oyet, Alwell J.
8
2004
Markov-switching BILINEAR-GARCH models: structure and estimation. Zbl 1462.62526
Bibi, Abdelouahab; Ghezal, Ahmed
6
2018
On stationarity and \(\beta \)-mixing of periodic bilinear processes. Zbl 1152.62054
Bibi, Abdelouahab; Lessak, Radia
6
2009
A note on the properties of some time varying bilinear models. Zbl 1092.62579
Bibi, Abdelouahab; Oyet, Alwell J.
6
2002
On the Markov-switching bilinear processes: stationarity, higher-order moments and \(\beta\)-mixing. Zbl 1343.62054
Bibi, Abdelouahab; Ghezal, Ahmed
6
2015
\(L^2\)-properties and estimation of purely bilinear and strictly superdiagonal time series models with periodic coefficients. (Propriétés dans \(L^2\) et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques.) Zbl 1095.62106
Bibi, Abdelouahab; Gautier, Antony
5
2006
Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality. Zbl 1332.62310
Bibi, Abdelouahab; Aknouche, Abdelhakim
5
2010
On periodic time-varying bilinear processes: structure and asymptotic inference. Zbl 1349.62394
Bibi, Abdelouahab; Ghezal, Ahmed
4
2016
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models. Zbl 1328.62514
Bibi, Abdelouahab; Ghezal, Ahmed
4
2015
Estimation of periodic bilinear time series models. Zbl 1105.62083
Bibi, Abdelouahab; Ho, Moon-Ho Ringo
3
2006
Evolutionary transfer functions of bilinear processes with time-varying coefficients. Zbl 1141.93406
Bibi, A.
3
2006
Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes. (Stationnarité et \(\beta \)-mélange des processus bilinéaires généraux à changement de régime markovien.) Zbl 1187.60023
Bibi, Abdelouahab; Aknouche, Abdelhakim
3
2010
A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation. Zbl 1202.62110
Bibi, Abdelouahab; Lescheb, Ines
3
2010
Probabilistic properties of periodic GARCH prosses. (Propriétés probabilistes des processus GARCH périodiques.) Zbl 1166.62064
Bibi, Abdelouahab; Aknouche, Abdelhakim
2
2009
On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\). Zbl 1239.62113
Bibi, Abdelouahab; Kimouche, Karima
2
2012
On general periodic time-varying bilinear processes. Zbl 1239.62103
Bibi, Abdelouahab; Lescheb, Ines
2
2012
Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models. Zbl 1347.62191
Bibi, Abdelouahab
2
2016
QMLE of periodic time-varying bilinear-GARCH models. Zbl 07539713
Bibi, Abdelouahab; Ghezal, Ahmed
2
2019
Estimation and asymptotic properties in periodic GARCH(1,1) models. Zbl 1462.62166
Bibi, Abdelouahab; Lescheb, Ines
2
2013
Consistent and asymptotically normal estimators for periodic bilinear models. Zbl 1197.62125
Bibi, Abdelouahab; Gautier, Antony
2
2010
Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models. Zbl 1419.62219
Bibi, A.
2
2018
Stationarity and asymptotic inference of some periodic bilinear models. (Stationnarité et inférence asymptotique de modèles bilinéaires périodiques.) Zbl 1080.62057
Bibi, Abdelouahab; Gautier, Antony
1
2005
Properties of some bilinear models with periodic regime switching. Zbl 1116.62388
Bibi, Abdelouahab; Ho, Moon-ho Ringo
1
2004
A note on the stability and causality of general time-dependent bilinear models. Zbl 1141.62337
Bibi, Abdelouahab
1
2005
Minimum distance estimation of Markov-switching bilinear processes. Zbl 1356.62120
Bibi, Abdelouahab; Ghezal, Ahmed
1
2016
Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients. Zbl 1476.62178
Bibi, Abdelouahab
1
2021
QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes. Zbl 1477.62234
Bibi, Abdelouahab
1
2021
Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes. Zbl 1511.62205
Bibi, Abdelouahab; Merahi, Fateh
1
2020
Evolutionary transfer functions solution for continuous-time bilinear stochastic processes with time-varying coefficients. Zbl 07532195
Merahi, Fateh; Bibi, Abdelouahab
1
2021
Moment method estimation of first-order continuous-time bilinear processes. Zbl 07551043
Bibi, Abdelouahab; Merahi, Fateh
1
2019
A note on integrated periodic GARCH processes. Zbl 1296.60085
Bibi, Abdelouahab; Lescheb, Ines
1
2014
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. Zbl 1449.62179
Bibi, Abdelouahab; Ghezal, Ahmed
1
2018
Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients. Zbl 1476.62178
Bibi, Abdelouahab
1
2021
QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes. Zbl 1477.62234
Bibi, Abdelouahab
1
2021
Evolutionary transfer functions solution for continuous-time bilinear stochastic processes with time-varying coefficients. Zbl 07532195
Merahi, Fateh; Bibi, Abdelouahab
1
2021
Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes. Zbl 1511.62205
Bibi, Abdelouahab; Merahi, Fateh
1
2020
QMLE of periodic time-varying bilinear-GARCH models. Zbl 07539713
Bibi, Abdelouahab; Ghezal, Ahmed
2
2019
Moment method estimation of first-order continuous-time bilinear processes. Zbl 07551043
Bibi, Abdelouahab; Merahi, Fateh
1
2019
Markov-switching BILINEAR-GARCH models: structure and estimation. Zbl 1462.62526
Bibi, Abdelouahab; Ghezal, Ahmed
6
2018
Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models. Zbl 1419.62219
Bibi, A.
2
2018
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. Zbl 1449.62179
Bibi, Abdelouahab; Ghezal, Ahmed
1
2018
On periodic time-varying bilinear processes: structure and asymptotic inference. Zbl 1349.62394
Bibi, Abdelouahab; Ghezal, Ahmed
4
2016
Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models. Zbl 1347.62191
Bibi, Abdelouahab
2
2016
Minimum distance estimation of Markov-switching bilinear processes. Zbl 1356.62120
Bibi, Abdelouahab; Ghezal, Ahmed
1
2016
On the Markov-switching bilinear processes: stationarity, higher-order moments and \(\beta\)-mixing. Zbl 1343.62054
Bibi, Abdelouahab; Ghezal, Ahmed
6
2015
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models. Zbl 1328.62514
Bibi, Abdelouahab; Ghezal, Ahmed
4
2015
A note on integrated periodic GARCH processes. Zbl 1296.60085
Bibi, Abdelouahab; Lescheb, Ines
1
2014
Estimation and asymptotic properties in periodic GARCH(1,1) models. Zbl 1462.62166
Bibi, Abdelouahab; Lescheb, Ines
2
2013
On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\). Zbl 1239.62113
Bibi, Abdelouahab; Kimouche, Karima
2
2012
On general periodic time-varying bilinear processes. Zbl 1239.62103
Bibi, Abdelouahab; Lescheb, Ines
2
2012
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models. Zbl 1203.62155
Bibi, Abdelouahab; Lescheb, Ines
10
2010
Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality. Zbl 1332.62310
Bibi, Abdelouahab; Aknouche, Abdelhakim
5
2010
Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes. (Stationnarité et \(\beta \)-mélange des processus bilinéaires généraux à changement de régime markovien.) Zbl 1187.60023
Bibi, Abdelouahab; Aknouche, Abdelhakim
3
2010
A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation. Zbl 1202.62110
Bibi, Abdelouahab; Lescheb, Ines
3
2010
Consistent and asymptotically normal estimators for periodic bilinear models. Zbl 1197.62125
Bibi, Abdelouahab; Gautier, Antony
2
2010
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. Zbl 1222.62107
Aknouche, Abdelhakim; Bibi, Abdelouahab
25
2009
On stationarity and \(\beta \)-mixing of periodic bilinear processes. Zbl 1152.62054
Bibi, Abdelouahab; Lessak, Radia
6
2009
Probabilistic properties of periodic GARCH prosses. (Propriétés probabilistes des processus GARCH périodiques.) Zbl 1166.62064
Bibi, Abdelouahab; Aknouche, Abdelhakim
2
2009
On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity. Zbl 1231.62159
Bibi, A.; Aknouche, A.
11
2008
\(L^2\)-properties and estimation of purely bilinear and strictly superdiagonal time series models with periodic coefficients. (Propriétés dans \(L^2\) et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques.) Zbl 1095.62106
Bibi, Abdelouahab; Gautier, Antony
5
2006
Estimation of periodic bilinear time series models. Zbl 1105.62083
Bibi, Abdelouahab; Ho, Moon-Ho Ringo
3
2006
Evolutionary transfer functions of bilinear processes with time-varying coefficients. Zbl 1141.93406
Bibi, A.
3
2006
Stationarity and asymptotic inference of some periodic bilinear models. (Stationnarité et inférence asymptotique de modèles bilinéaires périodiques.) Zbl 1080.62057
Bibi, Abdelouahab; Gautier, Antony
1
2005
A note on the stability and causality of general time-dependent bilinear models. Zbl 1141.62337
Bibi, Abdelouahab
1
2005
Estimation of some bilinear time series models with time varying coefficients. Zbl 1054.62100
Bibi, Abdelouahab; Oyet, Alwell J.
8
2004
Properties of some bilinear models with periodic regime switching. Zbl 1116.62388
Bibi, Abdelouahab; Ho, Moon-ho Ringo
1
2004
On the covariance structure of time varying bilinear models. Zbl 1017.62074
Bibi, Abdelouahab
14
2003
Consistent and asymptotically normal estimators for cyclically time-dependent linear models. Zbl 1049.62094
Bibi, Abdelouahab; Francq, Christian
10
2003
A note on the properties of some time varying bilinear models. Zbl 1092.62579
Bibi, Abdelouahab; Oyet, Alwell J.
6
2002

Citations by Year