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Author ID: diongue.abdou-ka Recent zbMATH articles by "Diongue, Abdou Kâ"
Published as: Diongue, Abdou Kâ; Diongue, Abdou Ka
External Links: MGP · Google Scholar · ResearchGate · dblp
Documents Indexed: 18 Publications since 2004
Co-Authors: 23 Co-Authors with 17 Joint Publications
227 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 23 times in 18 Documents Cited by Year
The stationary seasonal hyperbolic asymmetric power ARCH model. Zbl 1325.62163
Diongue, Abdou Kâ; Guégan, Dominique
5
2007
A negative binomial mixture integer-valued GARCH model. Zbl 06885665
Diop, Mamadou Lamine; Diop, Aliou; Diongue, Abdou Kâ
4
2018
A mixture integer-valued GARCH model. Zbl 1369.62224
Diop, Mamadou Lamine; Diop, Aliou; Diongue, Abdou Kâ
3
2016
Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model. Zbl 1342.62155
Cisse, Papa Ousmane; Diongue, Abdou Kâ; Guegan, Dominique
2
2016
Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method. Zbl 1360.62460
Ndongo, Mor; Diongue, Abdou Kâ; Diop, Aliou; Dossou-Gbété, Simplice
2
2016
BL-GARCH models with elliptical distributed innovations. Zbl 1200.91256
Diongue, Abdou Kâ; Guégan, Dominique; Wolff, Rodney C.
2
2010
On change-point detection in volatile series using GARCH models. Zbl 1373.62428
Katchekpele, Edoh; Gneyou, Kossi Essona; Diongue, Abdou Kâ
1
2017
A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function. Zbl 1487.60134
Sema, Gado; Konte, Mamadou Abdoulaye; Diongue, Abdou Kâ
1
2021
Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation. Zbl 1457.62280
Uwilingiyimana, Charline; Diongue, Abdou Kâ; Ogouyandjou, Carlos
1
2020
Seasonal fractional ARIMA with stable innovations. Zbl 1144.62077
Diongue, Abdou Kâ; Diop, Aliou; Ndongo, Mor
1
2008
Estimation of \(k\)-factor GIGARCH process: A Monte Carlo study. Zbl 1153.62355
Diongue, Abdou Kâ; Guégan, Dominique
1
2008
A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function. Zbl 1487.60134
Sema, Gado; Konte, Mamadou Abdoulaye; Diongue, Abdou Kâ
1
2021
Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation. Zbl 1457.62280
Uwilingiyimana, Charline; Diongue, Abdou Kâ; Ogouyandjou, Carlos
1
2020
A negative binomial mixture integer-valued GARCH model. Zbl 06885665
Diop, Mamadou Lamine; Diop, Aliou; Diongue, Abdou Kâ
4
2018
On change-point detection in volatile series using GARCH models. Zbl 1373.62428
Katchekpele, Edoh; Gneyou, Kossi Essona; Diongue, Abdou Kâ
1
2017
A mixture integer-valued GARCH model. Zbl 1369.62224
Diop, Mamadou Lamine; Diop, Aliou; Diongue, Abdou Kâ
3
2016
Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model. Zbl 1342.62155
Cisse, Papa Ousmane; Diongue, Abdou Kâ; Guegan, Dominique
2
2016
Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method. Zbl 1360.62460
Ndongo, Mor; Diongue, Abdou Kâ; Diop, Aliou; Dossou-Gbété, Simplice
2
2016
BL-GARCH models with elliptical distributed innovations. Zbl 1200.91256
Diongue, Abdou Kâ; Guégan, Dominique; Wolff, Rodney C.
2
2010
Seasonal fractional ARIMA with stable innovations. Zbl 1144.62077
Diongue, Abdou Kâ; Diop, Aliou; Ndongo, Mor
1
2008
Estimation of \(k\)-factor GIGARCH process: A Monte Carlo study. Zbl 1153.62355
Diongue, Abdou Kâ; Guégan, Dominique
1
2008
The stationary seasonal hyperbolic asymmetric power ARCH model. Zbl 1325.62163
Diongue, Abdou Kâ; Guégan, Dominique
5
2007

Citations by Year