Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Wissam Bentarzi"'
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
Publikováno v:
Statistics & Probability Letters. 134:15-21
We propose a general class of non-linear mixed Poisson autoregressions whose form and parameters are periodic over time. Under a periodic contraction condition on the forms of the conditional mean, we show the existence of a unique nonanticipative so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6290ffc61cd18b1db54528e69b4323e0
https://doi.org/10.1016/j.spl.2017.10.014
https://doi.org/10.1016/j.spl.2017.10.014
Autor:
Wissam Bentarzi, Mohamed Bentarzi
Publikováno v:
Communications in Statistics - Simulation and Computation. 46:1167-1188
This article deals with some probabilistic and statistical properties of a periodic integer-valued GARCH(1,1) model. Necessary and sufficient conditions for the periodical stationary, both in mean and second order, are established. The closed-forms o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::380368d303b9099084daf73945525822
https://doi.org/10.1080/03610918.2014.994780
https://doi.org/10.1080/03610918.2014.994780
Autor:
Mohamed Bentarzi, Wissam Bentarzi
Publikováno v:
Communications in Statistics - Theory and Methods. 46:1184-1201
This paper deals with the study of some probabilistic and statistical properties of a periodic integer-valued diagonal bilinear model. The existence of a periodically strict stationary integer-valued process is shown. Sufficient conditions for the pe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f56cda1381b2a62915cecb2ff8b25eba
https://doi.org/10.1080/03610926.2015.1014107
https://doi.org/10.1080/03610926.2015.1014107
Autor:
Bentarzi, Mohamed, Bentarzi, Wissam
Publikováno v:
Communications in Statistics: Theory & Methods; 2017, Vol. 46 Issue 3, p1184-1201, 18p
Autor:
Bentarzi, Mohamed, Bentarzi, Wissam
Publikováno v:
Communications in Statistics: Simulation & Computation; 2017, Vol. 46 Issue 2, p1167-1188, 22p