Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Yakoub Boularouk"'
Autor:
Yakoub Boularouk
Publikováno v:
Communications in Statistics - Simulation and Computation. 52:1490-1503
We propose a consistent estimator for the noise mean m of the GARCH process based on Laplace (m,1) errors. Also, we prove the consistency and asymptotic normality for the Quasi-Maximum Likelihood E...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b16ac2647d62d5cb3d26752ba2a784b
https://doi.org/10.1080/03610918.2021.1884877
https://doi.org/10.1080/03610918.2021.1884877
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b5798e143b08e6b73891a3ab3f92aeb
https://doi.org/10.2139/ssrn.4302121
https://doi.org/10.2139/ssrn.4302121
Autor:
Aicha Amira, Azzedine Bounamous, Yacine Kouba, Nadia Kadjoudj, Samir Zeroual, Abdelhafid Boubendir, Yakoub Boularouk
Publikováno v:
Journal of medical entomology. 59(3)
Sand flies (Diptera: Psychodidae) transmit several Leishmania (Kinetoplastida: Trypanosomatidae) species, which cause leishmaniasis, a significant public health concern in Algeria. We compared sand fly species abundance and composition among differen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4124e614bad55592f6b9125fda0c53e0
https://pubmed.ncbi.nlm.nih.gov/35323959
https://pubmed.ncbi.nlm.nih.gov/35323959
Autor:
Yakoub Boularouk, Jean-Marc Bardet
We propose a consistent estimator for the parameter shape of the generalized gaussian noise in the class of causal time series including ARMA, AR(∞), GARCH, ARCH(∞), ARMA-GARCH, APARCH, ARMA-APARCH,..., processes. As well we prove the consistency
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df671c53b2c64143e9408daca57ae787
https://hal.archives-ouvertes.fr/hal-02902614/document
https://hal.archives-ouvertes.fr/hal-02902614/document
Autor:
Yakoub Boularouk, K. Djeddour
Publikováno v:
Mathematics and Computers in Simulation. 118:116-122
This paper presents a new approach for the optimization of autoregressive moving average parameters estimation. We prove that the log likelihood function of the process is almost surely equal to a polynomial of order two. Thereafter, using the method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b12becb5dc830a05f093864ade9b7f1
https://doi.org/10.1016/j.matcom.2015.01.004
https://doi.org/10.1016/j.matcom.2015.01.004
Publikováno v:
Electronic Journal of Statistics
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2017, 11 (1), pp.452-479. ⟨10.1214/17-EJS1241⟩
Electron. J. Statist. 11, no. 1 (2017), 452-479
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2017, 11 (1), pp.452-479. ⟨10.1214/17-EJS1241⟩
Electron. J. Statist. 11, no. 1 (2017), 452-479
International audience; We prove the consistency and asymptotic normality of the Laplacian Quasi-Maximum Likelihood Estimator (QMLE) for a general class of causal time series including ARMA, AR($\infty$), GARCH, ARCH($\infty$), ARMA-GARCH, APARCH, AR
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7d5cffbef583d52f22156d109f5b3a8
https://hal.archives-ouvertes.fr/hal-01249503
https://hal.archives-ouvertes.fr/hal-01249503
Autor:
Yakoub Boularouk, K. Djeddour
Publikováno v:
American Journal of Oil and Chemical Technologies. 1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eaca01f783e97a1ed0620df9e11963f2
https://doi.org/10.14266/ajoct19-1
https://doi.org/10.14266/ajoct19-1