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Mohammed Benmoumen

Observed names: BENMOUMEN, Mohammed, Benmoumen Mohammed, M. Benmoumen
Observed institution: Mohamed I University
ORCID: 0000-0001-5614-1038
Observed ORCID: 0000-0001-5614-1038
OpenAlex ID: A5059536856
Parameter Estimation for First-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter
2013 · Jelloul Allal, Mohammed Benmoumen · Communications in Statistics - Simulation and Computation · 8
Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter
2019 · Mohammed Benmoumen, Jelloul Allal, et al. · Journal of Applied Mathematics · 4
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Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
2022 · M. Benmoumen · Mathematical Modeling and Computing · 3
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The Strong Consistency of Quasi-Maximum Likelihood Estimators for p-order Random Coefficient Autoregressive (RCA) Models
2021 · Mohammed Benmoumen, Imane Salhi · Sankhya A · 3
Numerical optimization of the likelihood function based on Kalman filter in the ARCH models
2019 · Benmoumen Mohammed · AIP conference proceedings · 2
Parameter estimation for ARCH(1) models based on Kalman filter
2014 · J. Allal, M. Benmoumen · Applied Mathematical Sciences · 2
The Strong Consistency of Quasi-Maximum Likelihood Estimator for GARCH Models
2026 · Mohammed Benmoumen, Imane Salhi · Sankhya A · 1
The Detection Method of the Tobit Model in a Dataset
2025 · El ouali Rahmani, Mohammed Benmoumen · Stats · 1
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QMLKFMod: An Package for Quasi-Maximum Likelihood Estimation via the Kalman Filter in RCA and GARCH Models
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
Asymptotic Normality of the Quasi‐Maximum Likelihood Estimator for p ‐Order Random Coefficient Autoregressive Models
2026 · Mohammed Benmoumen · Journal of Time Series Analysis
Asymptotic Normality of the Quasi-Maximum Likelihood Estimator for p-Order Random Coefficient Autoregressive Models
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
Lamperti–Kalman inference for fractional Brownian motion
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
Lamperti--Kalman inference for fractional Brownian motion
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
A Stochastic Hantavirus Model with Environmental Reservoir
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
QMLKFMod: An R Package for Quasi-Maximum Likelihood Estimation via the Kalman Filter in RCA and GARCH Models
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
Simulation_RCA_normality
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
Empirical illustration for "Asymptotic normality of the QMLE-Kalman for RCA(p)
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
Prevalence and clinical correlates of rape before age 18 among women receiving psychiatric care in Morocco
2026 · Rajae Chlihfane, Mohammed Benmoumen, et al. · European Journal of Trauma & Dissociation
Asymptotic Normality of the Quasi-Maximum Likelihood Estimator for GARCH Models
2026 · BENMOUMEN, Mohammed · Zenodo (CERN European Organization for Nuclear Research)
Strategies for Predicting and Managing Life Credit Insurance Claims Using Machine Learning Models
2026 · Hamza Boufikr, Mohammed Benmoumen · Statistics Optimization & Information Computing
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Machine learning for forecasting some stock market index
2024 · M. Benmoumen, I. Salhi · Mathematical Modeling and Computing
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Indicateur Synthétique de Conjoncture pour le Maroc = Synthetic Conjunctural Indicator for Morocco = مؤشر تركيبي لتحليل الظرفية للمغرب
2015 · Khalid Korrie, Mohammed Benmoumen · Dossiers de Recherches en Economie et Gestion
Works count: 23
Citation count: 24
H-index: 3
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