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Farouk Mselmi

Multivariate Normal α-Stable Exponential Families
2015 · Mahdi Louati, Afif Masmoudi, et al. · Mediterranean Journal of Mathematics · 11
Modeling exchange rate volatility: application of GARCH models with a Normal Tempered Stable distribution
2022 · Sahar Charfi, Farouk Mselmi · Quantitative Finance and Economics · 9
Generalized Variance Functions for Infinitely Divisible Mixture Distributions
2018 · Farouk Mselmi, Célestin C. Kokonendji, et al. · Mediterranean Journal of Mathematics · 8
Generalized linear model for subordinated Lévy processes
2021 · Farouk Mselmi · Scandinavian Journal of Statistics · 6
Characterization of multivariate stable processes
2017 · Mahdi Louati, Afif Masmoudi, et al. · Lithuanian Mathematical Journal · 6
Characterization of the inverse stable subordinator
2018 · Farouk Mselmi · Statistics & Probability Letters · 5
Approximation of the quasi‐deviance function for the time‐changed Lévy processes by the first‐exit time of the inverse Gaussian subordinator
2021 · Farouk Mselmi · Stat · 4
The normal tempered stable regression model
2018 · Mahdi Louati, Afif Masmoudi, et al. · Communication in Statistics- Theory and Methods · 4
Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator
2018 · Farouk Mselmi · Filomat · 4
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Gamma stopping and drifted stable processes
2015 · Mahdi Louati, Afif Masmoudi, et al. · Springer proceedings in mathematics & statistics · 4
The stable processes on symmetric matrices
2017 · Farouk Mselmi · Arab Journal of Mathematical Sciences · 3
Multivariate generalized linear models for Markov kernels with (un)known link and variance functions
2025 · Farouk Mselmi, Célestin C. Kokonendji · Test · 1
Regression Models for Composite Responses with Heterogeneous Distributional Components
2026 · Farouk Mselmi · Sankhya A
Asymptotic Thorin Distributions of Multivariate Generalized Splines via Markov-Krein Transform
2026 · Faiza Fourati, Farouk Mselmi, et al. · Journal of Statistical Theory and Practice
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On the duality for real mixture models
2025 · Farouk Mselmi · Statistics & Probability Letters
Urban Mobility Modeling: Application to Seoul Bike-Sharing Data
2025 · Farouk Mselmi, Mouhsene Fri, et al.
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Stock Market Volatility Forecasting: A Supervised Learning Approach with Normal Tempered λ-Stable Distribution
2024 · Sahar Charfi, Farouk Mselmi · International Conference on Embedded Systems and Artificial Intelligence (ESAI)
Comparative Performance Analysis for Poisson and Poisson-Inverse Generalized Linear Models on Supply Chain Management
2024 · Mouhsene Fri, Naoufal Rouky, et al. · Lecture notes in networks and systems
Markov Kernels Models for Natural Exponential Families
2023 · Mselmi, Farouk · HAL
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Works count: 20
Citation count: 65
H-index: 5
I10-index: 1
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