Edit Profile (opens in new tab) Bibi, Abdelouahab Co-Author Distance Author ID: 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 all top 5 Co-Authors 8 single-authored 7 Ghezal, Ahmed 5 Aknouche, Abdelhakim 5 Lescheb, Ines 4 Kimouche, Karima 4 Merahi, Fateh 3 Gautier, Antony 2 Ho, Moon-Ho Ringo 2 Oyet, Alwell Julius 1 Bareche, Aïcha 1 Bouchemella, Abdelhalim 1 Bousseboua, Moussedek 1 Francq, Christian 1 Lessak, Radia all top 5 Serials 9 Communications in Statistics. Theory and Methods 8 Statistics & Probability Letters 7 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Statistical Methods and Applications 2 Stochastic Analysis and Applications 2 Mathematical Methods of Statistics 2 Communications in Mathematics and Statistics 1 The Canadian Journal of Statistics 1 Computers & Mathematics with Applications 1 Annals of the Institute of Statistical Mathematics 1 Kybernetika 1 Bulletin of the Korean Mathematical Society 1 Journal of Time Series Analysis 1 Statistics 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 Statistical Inference for Stochastic Processes 1 Stochastics all top 5 Fields 39 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 2 Sequences, series, summability (40-XX) 2 Integral equations (45-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 Cited by 64 Authors 32 Bibi, Abdelouahab 10 Ghezal, Ahmed 9 Aknouche, Abdelhakim 8 Lescheb, Ines 5 Gautier, Antony 4 Cavicchioli, Maddalena 3 Chen, Min 3 Francq, Christian 3 Guerbyenne, Hafida 3 Kimouche, Karima 2 Ho, Moon-Ho Ringo 2 Mainassara, Yacouba Boubacar 2 Merzougui, M. 2 Oyet, Alwell Julius 2 Pan, Baoguo 2 Slimani, Walid 1 Al-Eid, Eid M. 1 Aliat, Billel 1 Almohaimeed, Bader S. 1 Arezki, Ouerdia 1 Bardet, Jean-Marc 1 Bareche, Aïcha 1 Bentarzi, Mohamed 1 Chen, Zhao 1 Cherfaoui, Mouloud 1 Ciołek, Gabriela 1 Demmouche, Nacer 1 Dimitrakopoulos, Stefanos 1 Doukhan, Paul 1 Fan, Peng-ying 1 Hamaz, Abdelghani 1 Hamdi, Fayçal 1 Ilmi Amir, Abdoulkarim 1 Kessira, Abderrahim 1 Kharfouchi, Soumia 1 Lessak, Radia 1 Maaziz, M. 1 Maliński, Łukasz 1 Merahi, Fateh 1 Modarresi, Navideh 1 Nason, Guy P. 1 Palamarchuk, E. S. 1 Pisarenko, V. F. 1 Potorski, Paweł 1 Rabehasaina, Landy 1 Regis, Marta 1 Regnard, Nazim 1 Rezakhah, Saeid 1 Roy, Roch 1 Saidi, Abdessamad 1 Saidi, Amel 1 Serra, Paulo 1 Sornette, Didier 1 Tao, Guiping 1 Touche, Nassim 1 Triantafyllopoulos, Kostas 1 van den Heuvel, Edwin R. 1 Wang, Yan 1 Wu, Sixin 1 Zakoïan, Jean-Michel 1 Zemmouri, Imane 1 Zhao, Biao 1 Zhao, Zilong 1 Ziel, Florian all top 5 Cited in 36 Serials 12 Communications in Statistics. Theory and Methods 11 Statistics & Probability Letters 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Statistical Inference for Stochastic Processes 3 Statistical Methods and Applications 2 Journal of Statistical Planning and Inference 2 Kybernetika 2 Journal of Time Series Analysis 2 Journal of Mathematical Sciences (New York) 2 Random Operators and Stochastic Equations 2 Stochastics 2 Communications in Mathematics and Statistics 1 The Canadian Journal of Statistics 1 Computers & Mathematics with Applications 1 Theory of Probability and its Applications 1 Stochastic Analysis and Applications 1 Physica D 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistics 1 Econometric Reviews 1 Economics Letters 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Computational Statistics and Data Analysis 1 Archives of Control Sciences 1 Mathematical Methods of Statistics 1 Monte Carlo Methods and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Studies in Nonlinear Dynamics and Econometrics 1 Acta Mathematica Sinica. English Series 1 Differential Equations 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Electronic Journal of Statistics 1 Discrete and Continuous Dynamical Systems. Series S 1 Science China. Mathematics 1 Journal of Time Series Econometrics all top 5 Cited in 7 Fields 68 Statistics (62-XX) 18 Probability theory and stochastic processes (60-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) Citations by Year