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Aknouche, Abdelhakim

Author ID: aknouche.abdelhakim Recent zbMATH articles by "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

Publications by Year

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

Citations by Year