Výsledky vyhledávání - "Abderrahmen Manaa"

Periodic negative binomial INGARCH(1, 1) model

Autor: Abderrahmen Manaa, Mohamed Bentarzi

Publikováno v: Communications in Statistics - Simulation and Computation. :1-24

In this paper, we introduce a class of periodic negative binomial integer-valued generalized autoregressive conditional heteroskedastic model. The basic probabilistic and statistical properties of ...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::54be82d6b2e16535a6f8edb348ee0c97
https://doi.org/10.1080/03610918.2021.1990329

Zobrazit plný text záznamu

Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model

Autor: Abderrahmen Manaa, Wissam Bentarzi

Publikováno v: Communications in Statistics - Simulation and Computation. :1-29

This paper deals with some probabilistic and statistical properties of a periodic generalized integer-valued autoregressive PINAR(1) model. The autocovariance structure is studied while establishin...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b37b439b4107ed616cb3adc520f6076a
https://doi.org/10.1080/03610918.2021.1986529

Zobrazit plný text záznamu

On a periodic negative binomial SETINAR model

Autor: Mohamed Bentarzi, Abderrahmen Manaa

Publikováno v: Communications in Statistics - Simulation and Computation. 52:569-595

In this paper, we introduce a class of periodic negative binomial self-exciting threshold integer-valued autoregressive model. The basic probabilistic and statistical properties of this class are s...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6a97cf9fd0a4f2a782b5a0704ed70de1
https://doi.org/10.1080/03610918.2021.1873372

Zobrazit plný text záznamu

Akademický článek

Periodic negative binomial INGARCH(1, 1) model.

Autor: Manaa, Abderrahmen, Bentarzi, Mohamed

Publikováno v: Communications in Statistics: Simulation & Computation; 2023, Vol. 52 Issue 11, p5139-5162, 24p

Zobrazit plný text záznamu

Akademický článek

On a periodic SETINAR model.

Autor: Manaa, Abderrahmen, Bentarzi, Mohamed

Publikováno v: Communications in Statistics: Simulation & Computation; 2023, Vol. 52 Issue 3, p596-620, 25p

Zobrazit plný text záznamu

Akademický článek

On a periodic negative binomial SETINAR model.

Autor: Manaa, Abderrahmen, Bentarzi, Mohamed

Publikováno v: Communications in Statistics: Simulation & Computation; 2023, Vol. 52 Issue 3, p569-595, 27p

Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání