Aknouche, Abdelhakim; Scotto, Manuel G. A multiplicative thinning-based integer-valued GARCH model. (English) Zbl 07786777 J. Time Ser. Anal. 45, No. 1, 4-26 (2024). MSC: 62Mxx 62M10 62M20 62F12 62P05 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{M. G. Scotto}, J. Time Ser. Anal. 45, No. 1, 4--26 (2024; Zbl 07786777) Full Text: DOI
Aknouche, Abdelhakim; Almohaimeed, Bader S.; Dimitrakopoulos, Stefanos Forecasting transaction counts with integer-valued GARCH models. (English) Zbl 07681743 Stud. Nonlinear Dyn. Econom. 26, No. 4, 529-539 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stud. Nonlinear Dyn. Econom. 26, No. 4, 529--539 (2022; Zbl 07681743) Full Text: DOI
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link
Aknouche, Abdelhakim; Francq, Christian Count and duration time series with equal conditional stochastic and mean orders. (English) Zbl 1467.62139 Econom. Theory 37, No. 2, 248-280 (2021). MSC: 62M10 62P20 62P12 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, Econom. Theory 37, No. 2, 248--280 (2021; Zbl 1467.62139) Full Text: DOI
Aknouche, Abdelhakim; Demmouche, Nacer Ergodicity conditions for a double mixed Poisson autoregression. (English) Zbl 1450.62107 Stat. Probab. Lett. 147, 6-11 (2019). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Demmouche}, Stat. Probab. Lett. 147, 6--11 (2019; Zbl 1450.62107) Full Text: DOI Link
Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
Bibi, A.; Aknouche, A. On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity. (English) Zbl 1231.62159 Math. Methods Stat. 17, No. 4, 305-316 (2008). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{A. Aknouche}, Math. Methods Stat. 17, No. 4, 305--316 (2008; Zbl 1231.62159) Full Text: DOI