Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Abderrahmen Manaa"'
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
https://doi.org/10.1080/03610918.2021.1990329
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
https://doi.org/10.1080/03610918.2021.1986529
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
https://doi.org/10.1080/03610918.2021.1873372