Výsledky vyhledávání - "Wissam Bentarzi"

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

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On periodic ergodicity of a general periodic mixed Poisson autoregression

Autor: Abdelhakim Aknouche, Nacer Demouche, Wissam Bentarzi

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

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Periodic integer-valued GARCH(1, 1) model

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

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Periodic integer-valued bilinear time series model

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

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