Edit Profile (opens in new tab) Aknouche, Abdelhakim Co-Author Distance Author ID: aknouche.abdelhakim Published as: Aknouche, Abdelhakim; Aknouche, A. External Links: MGP Documents Indexed: 42 Publications since 2005, including 1 Additional arXiv Preprint Co-Authors: 19 Co-Authors with 34 Joint Publications 176 Co-Co-Authors all top 5 Co-Authors 8 single-authored 5 Bibi, Abdelouahab 4 Dimitrakopoulos, Stefanos 4 Guerbyenne, Hafida 4 Hamdi, Fayçal 3 Bentarzi, Mohamed 3 Francq, Christian 3 Touche, Nassim 2 Al-Eid, Eid M. 2 Almohaimeed, Bader S. 2 Bendjeddou, Sara 2 Demmouche, Nacer 2 Scotto, Manuel González 1 Belbachir, Hacene 1 Bentarzi, Wissam 1 Bentarzi, Wissem 1 Demouche, Nacer 1 Gouveia, Sónia 1 Hmeid, Aboubakry M. 1 Rabehi, Nadia all top 5 Serials 7 Statistics & Probability Letters 7 Journal of Time Series Analysis 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Statistical Inference for Stochastic Processes 3 Journal of Statistical Computation and Simulation 2 Communications in Statistics. Simulation and Computation 2 Communications in Statistics. Theory and Methods 2 Mathematical Methods of Statistics 2 Studies in Nonlinear Dynamics and Econometrics 1 Journal of Econometrics 1 Journal of Statistical Planning and Inference 1 Random Operators and Stochastic Equations 1 Far East Journal of Theoretical Statistics 1 Econometric Theory 1 Statistical Methods and Applications 1 Journal of Time Series Econometrics all top 5 Fields 41 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 7 Numerical analysis (65-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 35 Publications have been cited 185 times in 91 Documents Cited by ▼ Year ▼ Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. Zbl 1222.62107 Aknouche, Abdelhakim; Bibi, Abdelouahab 25 2009 Count and duration time series with equal conditional stochastic and mean orders. Zbl 1467.62139 Aknouche, Abdelhakim; Francq, Christian 17 2021 Asymptotic inference of unstable periodic ARCH processes. Zbl 1236.62010 Aknouche, Abdelhakim; Al-Eid, Eid 13 2012 Negative binomial quasi-likelihood inference for general integer-valued time series models. Zbl 1392.62259 Aknouche, Abdelhakim; Bendjeddou, Sara; Touche, Nassim 12 2018 On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity. Zbl 1231.62159 Bibi, A.; Aknouche, A. 11 2008 Periodic stationarity of random coefficient periodic autoregressions. Zbl 1161.62051 Aknouche, Abdelhakim; Guerbyenne, Hafida 8 2009 On an independent and identically distributed mixture bilinear time-series model. Zbl 1224.62043 Aknouche, Abdelhakim; Rabehi, Nadia 7 2010 Causality conditions and autocovariance calculations in PVAR models. Zbl 1127.62071 Aknouche, Abdelhakim 6 2007 On periodic ergodicity of a general periodic mixed Poisson autoregression. Zbl 1440.62327 Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer 6 2018 Calculation of the Fisher information matrix for periodic ARMA models. Zbl 1073.62072 Bentarzi, Mohamed; Aknouche, Abdelhakim 6 2005 Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. Zbl 1333.62203 Aknouche, Abdelhakim 6 2012 Recursive estimation of GARCH models. Zbl 1105.62081 Aknouche, Abdelhakim; Guerbyenne, Hafida 5 2006 Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality. Zbl 1332.62310 Bibi, Abdelouahab; Aknouche, Abdelhakim 5 2010 On the existence of higher-order moments of periodic GARCH models. Zbl 1294.62186 Aknouche, Abdelhakim; Bentarzi, Mohamed 5 2008 Stationarity and ergodicity of Markov switching positive conditional mean models. Zbl 07569201 Aknouche, Abdelhakim; Francq, Christian 5 2022 Offline and online weighted least squares estimation of nonstationary power ARCH processes. Zbl 1219.62131 Aknouche, Abdelhakim; Al-Eid, Eid M.; Hmeid, Aboubakry M. 4 2011 Ergodicity conditions for a double mixed Poisson autoregression. Zbl 1450.62107 Aknouche, Abdelhakim; Demmouche, Nacer 4 2019 Periodic autoregressive conditional duration. Zbl 1493.62089 Aknouche, Abdelhakim; Almohaimeed, Bader; Dimitrakopoulos, Stefanos 4 2022 Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes. (Stationnarité et \(\beta \)-mélange des processus bilinéaires généraux à changement de régime markovien.) Zbl 1187.60023 Bibi, Abdelouahab; Aknouche, Abdelhakim 3 2010 Calculating the autocovariances and the likelihood for periodic VARMA models. Zbl 1169.62072 Aknouche, Abdelhakim; Hamdi, Fayçal 3 2009 On some probabilistic properties of double periodic AR models. Zbl 1155.62061 Aknouche, Abdelhakim; Guerbyenne, Hafida 3 2009 Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models. (Estimateur du quasi-maximum de vraisemblance géométrique d’une classe générale de modèles de séries chronologiques à valeurs entières.) Zbl 1356.62130 Aknouche, Abdelhakim; Bendjeddou, Sara 3 2017 Periodic autoregressive stochastic volatility. Zbl 06800560 Aknouche, Abdelhakim 3 2017 Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. Zbl 07767715 Aknouche, Abdelhakim; Francq, Christian 3 2023 Bayesian analysis of periodic asymmetric power GARCH models. Zbl 07675535 Aknouche, Abdelhakim; Demmouche, Nacer; Dimitrakopoulos, Stefanos; Touche, Nassim 3 2020 An on-line estimation algorithm for periodic autoregressive models. Zbl 1105.62082 Bentarzi, Mohamed; Aknouche, Abdelhakim 2 2006 Chandrasekhar-type recursions for periodic linear systems. Zbl 1139.62045 Aknouche, Abdelhakim; Hamdi, Fayçal 2 2007 Probabilistic properties of periodic GARCH prosses. (Propriétés probabilistes des processus GARCH périodiques.) Zbl 1166.62064 Bibi, Abdelouahab; Aknouche, Abdelhakim 2 2009 A note on calculating autocovariances of periodic ARMA models. Zbl 1160.62346 Aknouche, Abdelhakim; Belbachir, Hacène; Hamdi, Fayçal 2 2008 Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions. Zbl 1499.62293 Aknouche, Abdelhakim 2 2013 Weighted least squares-based inference for stable and unstable threshold power ARCH processes. Zbl 1314.62199 Aknouche, Abdelhakim; Touche, Nassim 2 2015 Estimation and strict stationarity testing of ARCH processes based on weighted least squares. Zbl 1308.62166 Aknouche, A. 1 2014 Explosive strong periodic autoregression with multiplicity one. Zbl 1311.62031 Aknouche, Abdelhakim 1 2015 Forecasting transaction counts with integer-valued GARCH models. Zbl 07681743 Aknouche, Abdelhakim; Almohaimeed, Bader S.; Dimitrakopoulos, Stefanos 1 2022 Recursive online EM estimation of mixture autoregressions. Zbl 1349.62389 Aknouche, Abdelhakim 1 2013 Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. Zbl 07767715 Aknouche, Abdelhakim; Francq, Christian 3 2023 Stationarity and ergodicity of Markov switching positive conditional mean models. Zbl 07569201 Aknouche, Abdelhakim; Francq, Christian 5 2022 Periodic autoregressive conditional duration. Zbl 1493.62089 Aknouche, Abdelhakim; Almohaimeed, Bader; Dimitrakopoulos, Stefanos 4 2022 Forecasting transaction counts with integer-valued GARCH models. Zbl 07681743 Aknouche, Abdelhakim; Almohaimeed, Bader S.; Dimitrakopoulos, Stefanos 1 2022 Count and duration time series with equal conditional stochastic and mean orders. Zbl 1467.62139 Aknouche, Abdelhakim; Francq, Christian 17 2021 Bayesian analysis of periodic asymmetric power GARCH models. Zbl 07675535 Aknouche, Abdelhakim; Demmouche, Nacer; Dimitrakopoulos, Stefanos; Touche, Nassim 3 2020 Ergodicity conditions for a double mixed Poisson autoregression. Zbl 1450.62107 Aknouche, Abdelhakim; Demmouche, Nacer 4 2019 Negative binomial quasi-likelihood inference for general integer-valued time series models. Zbl 1392.62259 Aknouche, Abdelhakim; Bendjeddou, Sara; Touche, Nassim 12 2018 On periodic ergodicity of a general periodic mixed Poisson autoregression. Zbl 1440.62327 Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer 6 2018 Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models. (Estimateur du quasi-maximum de vraisemblance géométrique d’une classe générale de modèles de séries chronologiques à valeurs entières.) Zbl 1356.62130 Aknouche, Abdelhakim; Bendjeddou, Sara 3 2017 Periodic autoregressive stochastic volatility. Zbl 06800560 Aknouche, Abdelhakim 3 2017 Weighted least squares-based inference for stable and unstable threshold power ARCH processes. Zbl 1314.62199 Aknouche, Abdelhakim; Touche, Nassim 2 2015 Explosive strong periodic autoregression with multiplicity one. Zbl 1311.62031 Aknouche, Abdelhakim 1 2015 Estimation and strict stationarity testing of ARCH processes based on weighted least squares. Zbl 1308.62166 Aknouche, A. 1 2014 Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions. Zbl 1499.62293 Aknouche, Abdelhakim 2 2013 Recursive online EM estimation of mixture autoregressions. Zbl 1349.62389 Aknouche, Abdelhakim 1 2013 Asymptotic inference of unstable periodic ARCH processes. Zbl 1236.62010 Aknouche, Abdelhakim; Al-Eid, Eid 13 2012 Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. Zbl 1333.62203 Aknouche, Abdelhakim 6 2012 Offline and online weighted least squares estimation of nonstationary power ARCH processes. Zbl 1219.62131 Aknouche, Abdelhakim; Al-Eid, Eid M.; Hmeid, Aboubakry M. 4 2011 On an independent and identically distributed mixture bilinear time-series model. Zbl 1224.62043 Aknouche, Abdelhakim; Rabehi, Nadia 7 2010 Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality. Zbl 1332.62310 Bibi, Abdelouahab; Aknouche, Abdelhakim 5 2010 Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes. (Stationnarité et \(\beta \)-mélange des processus bilinéaires généraux à changement de régime markovien.) Zbl 1187.60023 Bibi, Abdelouahab; Aknouche, Abdelhakim 3 2010 Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. Zbl 1222.62107 Aknouche, Abdelhakim; Bibi, Abdelouahab 25 2009 Periodic stationarity of random coefficient periodic autoregressions. Zbl 1161.62051 Aknouche, Abdelhakim; Guerbyenne, Hafida 8 2009 Calculating the autocovariances and the likelihood for periodic VARMA models. Zbl 1169.62072 Aknouche, Abdelhakim; Hamdi, Fayçal 3 2009 On some probabilistic properties of double periodic AR models. Zbl 1155.62061 Aknouche, Abdelhakim; Guerbyenne, Hafida 3 2009 Probabilistic properties of periodic GARCH prosses. (Propriétés probabilistes des processus GARCH périodiques.) Zbl 1166.62064 Bibi, Abdelouahab; Aknouche, Abdelhakim 2 2009 On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity. Zbl 1231.62159 Bibi, A.; Aknouche, A. 11 2008 On the existence of higher-order moments of periodic GARCH models. Zbl 1294.62186 Aknouche, Abdelhakim; Bentarzi, Mohamed 5 2008 A note on calculating autocovariances of periodic ARMA models. Zbl 1160.62346 Aknouche, Abdelhakim; Belbachir, Hacène; Hamdi, Fayçal 2 2008 Causality conditions and autocovariance calculations in PVAR models. Zbl 1127.62071 Aknouche, Abdelhakim 6 2007 Chandrasekhar-type recursions for periodic linear systems. Zbl 1139.62045 Aknouche, Abdelhakim; Hamdi, Fayçal 2 2007 Recursive estimation of GARCH models. Zbl 1105.62081 Aknouche, Abdelhakim; Guerbyenne, Hafida 5 2006 An on-line estimation algorithm for periodic autoregressive models. Zbl 1105.62082 Bentarzi, Mohamed; Aknouche, Abdelhakim 2 2006 Calculation of the Fisher information matrix for periodic ARMA models. Zbl 1073.62072 Bentarzi, Mohamed; Aknouche, Abdelhakim 6 2005 all cited Publications top 5 cited Publications all top 5 Cited by 75 Authors 27 Aknouche, Abdelhakim 15 Bibi, Abdelouahab 8 Ghezal, Ahmed 8 Hamdi, Fayçal 8 Lescheb, Ines 6 Francq, Christian 5 Almohaimeed, Bader S. 5 Guerbyenne, Hafida 4 Bentarzi, Mohamed 4 Chen, Min 4 Dimitrakopoulos, Stefanos 3 Mainassara, Yacouba Boubacar 3 Pan, Baoguo 2 Al-Eid, Eid M. 2 Aliat, Billel 2 Aries, Nawel 2 Cavicchioli, Maddalena 2 Demmouche, Nacer 2 Diop, Mamadou Lamine 2 Ilmi Amir, Abdoulkarim 2 Kengne, William Charky 2 Lee, Sangyeol 2 Lund, Robert B. 2 Slimani, Walid 2 Touche, Nassim 2 Zakoïan, Jean-Michel 2 Zhu, Fukang 2 Ziel, Florian 1 Belbachir, Hacene 1 Bentarzi, Wissam 1 Boussaha, Nadia 1 Černý, Michal 1 Chen, Huaping 1 Chen, Zhao 1 Cherfaoui, Mouloud 1 Cipra, Tomáš 1 Davis, Ginger M. 1 Demouche, Nacer 1 Esstafa, Youssef 1 Fan, Peng-ying 1 Fujimori, Kou 1 Gazdag-Tóth, Boglárka 1 Gerencsér, László 1 Ghosh, Himadri 1 Goto, Yuichi 1 Hemis, Roukia 1 Hendrych, Radek 1 Hmeid, Aboubakry M. 1 Holan, Scott H. 1 Jo, Minyoung 1 Kessira, Abderrahim 1 Kharfouchi, Soumia 1 Kong, Jiajie 1 Lee, Sangjo 1 Lessak, Radia 1 Li, Qi 1 Maaziz, M. 1 Merzougui, M. 1 Mukhopadhyay, Siuli 1 Orlovits, Zsanett 1 Paul, Ranjit Kumar 1 Prajneshu, Sen Kanwar 1 Roy, Roch 1 Saidi, Abdessamad 1 Sathish, Vurukonda 1 Saussereau, Bruno 1 Scotto, Manuel González 1 Tao, Guiping 1 Tiwari, Rashmi 1 Torma, Balázs 1 Wang, Yan 1 Wu, Sixin 1 Xu, Yue 1 Zhao, Biao 1 Zhao, Zilong all top 5 Cited in 38 Serials 10 Statistics & Probability Letters 10 Journal of Time Series Analysis 9 Communications in Statistics. Theory and Methods 8 Communications in Statistics. Simulation and Computation 5 Statistical Inference for Stochastic Processes 4 Journal of Statistical Computation and Simulation 3 Journal of Statistical Planning and Inference 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Metrika 2 Kybernetika 2 Mathematical Methods of Statistics 2 Random Operators and Stochastic Equations 2 Studies in Nonlinear Dynamics and Econometrics 2 Statistical Methods and Applications 2 Stochastics 2 Journal of Time Series Econometrics 1 The Annals of Statistics 1 Information Sciences 1 Journal of Econometrics 1 Statistica Neerlandica 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistics 1 Annals of Operations Research 1 Economics Letters 1 Computational Statistics and Data Analysis 1 Test 1 Journal of Mathematical Sciences (New York) 1 Fractals 1 Statistica Sinica 1 Monte Carlo Methods and Applications 1 Acta Mathematica Sinica. English Series 1 CEJOR. Central European Journal of Operations Research 1 Econometric Theory 1 Journal of Statistical Theory and Practice 1 Discrete and Continuous Dynamical Systems. Series S 1 Statistics Surveys 1 Science China. Mathematics 1 Communications in Mathematics and Statistics all top 5 Cited in 8 Fields 87 Statistics (62-XX) 14 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 3 Dynamical systems and ergodic theory (37-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Citations by Year