关注
Prof. Dr. Ahmed Ghezal
Prof. Dr. Ahmed Ghezal
Professor of Mathematics and Statistics, Abdelhafid Boussouf University center of Mila
在 centre-univ-mila.dz 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
162015
Markov-switching BILINEARGARCH models: Structure and estimation
A Bibi, A Ghezal
Communications in Statistics-Theory and Methods 47 (2), 307-323, 2018
152018
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
A Bibi, A Ghezal
Statistics & Probability Letters 100, 192-202, 2015
142015
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
122022
QMLE for Periodic Time-Varying Asymmetric log GARCH Models
A Ghezal
Communications in Mathematics and Statistics 9 (3), 273-297, 2021
122021
A DOUBLY MARKOV SWITCHING AR MODEL: SOME PROBABILISTIC PROPERTIES AND STRONG CONSISTENCY
A Ghezal
Journal of Mathematical Sciences, 1-10, 2023
102023
Spectral representation of Markov-switching bilinear processes
A Ghezal
São Paulo Journal of Mathematical Sciences, 1-21, 2023
92023
On Markov-switching asymmetric models: Stationarity and estimation
A Ghezal, I Zemmouri
Filomat 37 (29), 9879-9897, 2023
92023
Minimum distance estimation of Markov-switching bilinear processes
A Bibi, A Ghezal
Statistics 50 (6), 1290-1309, 2016
92016
On periodic time-varying bilinear processes: structure and asymptotic inference
A Bibi, A Ghezal
Statistical Methods & Applications 25 (3), 395-420, 2016
82016
M-estimation in periodic Threshold GARCH models: Consistency and asymptotic normality, Miskolc Math
A Ghezal, I Zemmouri
Notes, 2023
72023
Higher-order System of p−nonlinear Difference Equations Solvable in Closed-form with Variable Coefficients
AGI Zemmouri
Bol. Soc. Paran. Mat., 2022
62022
QMLE of periodic time-varying bilinear– GARCH models
A Bibi, A Ghezal
Communications in Statistics-Theory and Methods 48 (13), 3291-3310, 2019
62019
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations
A Bibi, A Ghezal
Kybernetika 54 (2), 375-399, 2018
62018
On a solvable p-dimensional system of nonlinear difference equations
A Ghezal, I Zemmouri
J. Math. Comput. Sci. 12, Article ID 195, 2022
52022
Solution forms for generalized hyperbolic cotangent type systems of p-difference equations
A Ghezal, I Zemmouri
Boletim da Sociedade Paranaense 42, 1-14, 2024
42024
On the Markov-switching autoregressive stochastic volatility processes
A Ghezal, I Zemmouri
SeMA Journal, 1-15, 2023
42023
Probabilistic properties and estimation methods for periodic threshold autoregressive stochastic volatility
OA Ahmed Ghezal 1
AIMS Mathematics 9 (5), 11805-11832, 2024
32024
Solutions and local stability of the Jacobsthal system of difference equations
IZ Ahmed Ghezal, Mohamed Balegh
AIMS Mathematics 9 (2), 3576-3591, 2024
32024
Estimating MS-BLGARCH Models Using Recursive Method
A Ghezal, I Zemmouri
Pan-American Journal of Mathematics 2, 6, 2023
32023
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