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Abdelhakim Aknouche
Observed names:
A. Aknouche,
ABDELHAKIM AKNOUCHE,
Aknouche, Abdelhakim
Institutions:
Anhui University,
Qassim University
Observed institutions:
Anhui University,
Qassim University,
University of Sciences and Technology Houari Boumediene,
University of Algiers Benyoucef Benkhedda
ORCID:
0000-0001-8987-4561
Observed ORCID:
0000-0001-8987-4561
OpenAlex ID:
A5014540607
Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes
2008
·
Abdelhakim Aknouche
, Abdelouahab Bibi
·
Journal of Time Series Analysis
·
50
Count and Duration Time Series With Equal Conditional Stochastic and Mean Orders
2020
·
Abdelhakim Aknouche
, Christian Francq
·
Econometric Theory
·
43
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
2021
·
Abdelhakim Aknouche
, Christian Francq
·
Journal of Econometrics
·
26
PDF
Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models
2017
·
Abdelhakim Aknouche
, Sara Bendjeddou
, et al.
·
Journal of Time Series Analysis
·
25
PDF
Recursive Estimation of GARCH Models
2006
·
Abdelhakim Aknouche
, Hafida Guerbyenne
·
Communications in Statistics - Simulation and Computation
·
19
On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity
2008
·
A. Bibi
, A. Aknouche
·
Mathematical Methods of Statistics
·
18
On periodic ergodicity of a general periodic mixed Poisson autoregression
2017
·
Abdelhakim Aknouche
, Wissam Bentarzi
, et al.
·
Statistics & Probability Letters
·
15
PDF
Periodic autoregressive stochastic volatility
2016
·
Abdelhakim Aknouche
·
Statistical Inference for Stochastic Processes
·
15
Asymptotic inference of unstable periodic ARCH processes
2011
·
Abdelhakim Aknouche
, Eid Al-Eid
·
Statistical Inference for Stochastic Processes
·
15
Periodic stationarity of random coefficient periodic autoregressions
2008
·
Abdelhakim Aknouche
, Hafida Guerbyenne
·
Statistics & Probability Letters
·
15
Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases
2012
·
Abdelhakim Aknouche
·
Statistical Inference for Stochastic Processes
·
14
On an independent and identically distributed mixture bilinear time-series model
2010
·
Abdelhakim Aknouche
, Nadia Rabehi
·
Journal of Time Series Analysis
·
13
Causality conditions and autocovariance calculations in PVAR models
2006
·
Abdelhakim Aknouche
·
Journal of Statistical Computation and Simulation
·
13
A multiplicative thinning‐based integer‐valued GARCH model
2023
·
Abdelhakim Aknouche
, Manuel G. Scotto
·
Journal of Time Series Analysis
·
12
Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models
2017
·
Abdelhakim Aknouche
, Eid Al-Eid
, et al.
·
Statistical Inference for Stochastic Processes
·
11
Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
2008
·
Abdelouahab Bibi
, Abdelhakim Aknouche
·
Statistical Methods & Applications
·
11
Periodic autoregressive conditional duration
2021
·
Abdelhakim Aknouche
, Bader Almohaimeed
, et al.
·
Journal of Time Series Analysis
·
10
On some probabilistic properties of double periodic AR models
2008
·
Abdelhakim Aknouche
, Hafida Guerbyenne
·
Statistics & Probability Letters
·
10
Bayesian analysis of periodic asymmetric power GARCH models
2019
·
Abdelhakim Aknouche
, Nacer Demmouche
, et al.
·
Studies in Nonlinear Dynamics and Econometrics
·
9
PDF
Calculation of the Fisher Information Matrix for Periodic ARMA Models
2005
·
MOHAMED BENTARZI
, ABDELHAKIM AKNOUCHE
·
Communication in Statistics- Theory and Methods
·
9
On the existence of higher-order moments of periodic GARCH models
2008
·
Abdelhakim Aknouche
, Mohamed Bentarzi
·
Statistics & Probability Letters
·
8
Forecasting transaction counts with integer-valued GARCH models
2021
·
Abdelhakim Aknouche
, Bader S. Almohaimeed
, et al.
·
Studies in Nonlinear Dynamics and Econometrics
·
7
Ergodicity conditions for a double mixed Poisson autoregression
2018
·
Abdelhakim Aknouche
, Nacer Demmouche
·
Statistics & Probability Letters
·
7
Estimateur du quasi-maximum de vraisemblance géométrique d'une classe générale de modèles de séries chronologiques à valeurs entières
2016
·
Abdelhakim Aknouche
, Sara Bendjeddou
·
Comptes Rendus Mathématique
·
7
Explosive strong periodic autoregression with multiplicity one
2015
·
Abdelhakim Aknouche
·
Journal of Statistical Planning and Inference
·
7
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Works count:
64
Citation count:
455
H-index:
13
I10-index:
18
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