Markov-switching BILINEAR − GARCH models: Structure and estimation A Bibi, A Ghezal Communications in Statistics-Theory and Methods 47 (2), 307-323, 2018 | 13 | 2018 |
On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing A Bibi, A Ghezal Stochastics An International Journal of Probability and Stochastic Processes …, 2015 | 13 | 2015 |
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models A Bibi, A Ghezal Statistics & Probability Letters 100, 192-202, 2015 | 12 | 2015 |
A DOUBLY MARKOV SWITCHING AR MODEL: SOME PROBABILISTIC PROPERTIES AND STRONG CONSISTENCY A Ghezal Journal of Mathematical Sciences, 1-10, 2023 | 11 | 2023 |
QMLE for Periodic Time-Varying Asymmetric log GARCH Models A Ghezal Communications in Mathematics and Statistics 9 (3), 273-297, 2021 | 11 | 2021 |
On Markov-switching asymmetric models: Stationarity and estimation A Ghezal, I Zemmouri Filomat 37 (29), 9879-9897, 2023 | 8 | 2023 |
Minimum distance estimation of Markov-switching bilinear processes A Bibi, A Ghezal Statistics 50 (6), 1290-1309, 2016 | 8 | 2016 |
Spectral representation of Markov-switching bilinear processes A Ghezal São Paulo Journal of Mathematical Sciences, 1-21, 2023 | 7 | 2023 |
Note on a rational system of 4 k+ 4-order difference equations: periodic solution and convergence A Ghezal Journal of Applied Mathematics and Computing, 1-9, 2022 | 6 | 2022 |
On periodic time-varying bilinear processes: structure and asymptotic inference A Bibi, A Ghezal Statistical Methods & Applications 25 (3), 395-420, 2016 | 6 | 2016 |
QMLE of periodic time-varying bilinear– GARCH models A Bibi, A Ghezal Communications in Statistics-Theory and Methods 48 (13), 3291-3310, 2019 | 5 | 2019 |
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations A Bibi, A Ghezal Kybernetika 54 (2), 375-399, 2018 | 5 | 2018 |
Solution forms for generalized hyperbolic cotangent type systems of p-difference equations A Ghezal, I Zemmouri Boletim da Sociedade Paranaense 42, 1-14, 2024 | 4 | 2024 |
On the Markov-switching autoregressive stochastic volatility processes A Ghezal, I Zemmouri SeMA Journal, 1-15, 2023 | 4 | 2023 |
On a solvable p-dimensional system of nonlinear difference equations A Ghezal, I Zemmouri J. Math. Comput. Sci. 12, Article ID 195, 2022 | 4 | 2022 |
Higher-order System of p− nonlinear Difference Equations Solvable in Closed-form with Variable Coefficients A Ghezal, I Zemmouri | 4* | |
The bispectral representation of Markov switching bilinear models AGI Zemmouri Communications Faculty Of Science University of Ankara Series A1Mathematics …, 2023 | 3* | 2023 |
Representation of Solutions of a Second-Order System of Two Difference Equations With Variable Coefficients A Ghezal, I Zemmouri Pan-American Journal of Mathematics 2, 2, 2023 | 3 | 2023 |
Estimating MS-BLGARCH Models Using Recursive Method A Ghezal, I Zemmouri Pan-American Journal of Mathematics 2, 6, 2023 | 2 | 2023 |
Asymptotic Inference for Periodic Time-Varying Bivariate Poisson INGARCH (1,1) Processes A Ghezal Journal of Statistics Applications & Probability Letters, 2023 | 2 | 2023 |