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Boutahar, Mohamed

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Author ID: boutahar.mohamed Recent zbMATH articles by "Boutahar, Mohamed"
Published as: Boutahar, M.; Boutahar, Mohamed
Documents Indexed: 25 Publications since 1991
Reviewing Activity: 19 Reviews

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 25 times in 24 Documents Cited by Year
Estimation methods of the long memory parameter: Monte Carlo analysis and application. Zbl 1157.62059
Boutahar, Mohamed; Marimoutou, Vêlayoudom; Nouira, Leïla
7
2007
Identification of persistent cycles in non-Gaussian long-memory time series. Zbl 1198.62089
Boutahar, Mohamed
3
2008
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564
Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne
3
2008
Seasonal nonlinear long memory model for the US inflation rates. Zbl 1136.91563
Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed
2
2008
Distribution asymptotique de l’estimateur des moindres carrés. Cas des modèles ARX(p,s) instables. (Asymptotic distribution of least squares estimates in unstable ARX(p,s) models). Zbl 0745.60029
Boutahar, M.
2
1991
Nonparametric comparison of several transformations of distribution functions. Zbl 1416.62242
Boutahar, Mohamed; Ghattas, Badih; Pommeret, Denys
1
2013
Fractionally integrated time varying GARCH model. Zbl 1332.62309
Ben Nasr, Adnen; Boutahar, Mohamed; Trabelsi, Abdelwahed
1
2010
The effect of tapering on the semiparametric estimators for nonstationary long memory processes. Zbl 1309.62067
Nouira, Leïla; Boutahar, Mohamed; Marimoutou, Vêlayoudom
1
2009
Erratum to “Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density” [Economics Letters 77 (2002) 177–186]. Zbl 1032.91613
Ahamada, Ibrahim; Boutahar, Mohamed
1
2003
General autoregressive models with long-memory noise. Zbl 1024.62034
Boutahar, Mohamed
1
2002
Least squares estimator for regression models with some deterministic time varying parameters. Zbl 0845.62056
Boutahar, Mohamed; Deniau, Claude
1
1996
A proof of asymptotic normality for some VARX models. Zbl 0833.62082
Boutahar, Mohamed; Deniau, Claude
1
1995
Strong consistency of least squares estimates in general \(ARX_ d(p,s)\) system. Zbl 0744.62121
Boutahar, Mohamed
1
1992
Nonparametric comparison of several transformations of distribution functions. Zbl 1416.62242
Boutahar, Mohamed; Ghattas, Badih; Pommeret, Denys
1
2013
Fractionally integrated time varying GARCH model. Zbl 1332.62309
Ben Nasr, Adnen; Boutahar, Mohamed; Trabelsi, Abdelwahed
1
2010
The effect of tapering on the semiparametric estimators for nonstationary long memory processes. Zbl 1309.62067
Nouira, Leïla; Boutahar, Mohamed; Marimoutou, Vêlayoudom
1
2009
Identification of persistent cycles in non-Gaussian long-memory time series. Zbl 1198.62089
Boutahar, Mohamed
3
2008
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564
Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne
3
2008
Seasonal nonlinear long memory model for the US inflation rates. Zbl 1136.91563
Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed
2
2008
Estimation methods of the long memory parameter: Monte Carlo analysis and application. Zbl 1157.62059
Boutahar, Mohamed; Marimoutou, Vêlayoudom; Nouira, Leïla
7
2007
Erratum to “Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density” [Economics Letters 77 (2002) 177–186]. Zbl 1032.91613
Ahamada, Ibrahim; Boutahar, Mohamed
1
2003
General autoregressive models with long-memory noise. Zbl 1024.62034
Boutahar, Mohamed
1
2002
Least squares estimator for regression models with some deterministic time varying parameters. Zbl 0845.62056
Boutahar, Mohamed; Deniau, Claude
1
1996
A proof of asymptotic normality for some VARX models. Zbl 0833.62082
Boutahar, Mohamed; Deniau, Claude
1
1995
Strong consistency of least squares estimates in general \(ARX_ d(p,s)\) system. Zbl 0744.62121
Boutahar, Mohamed
1
1992
Distribution asymptotique de l’estimateur des moindres carrés. Cas des modèles ARX(p,s) instables. (Asymptotic distribution of least squares estimates in unstable ARX(p,s) models). Zbl 0745.60029
Boutahar, M.
2
1991

Citations by Year