ahmed20000
2016-08-29, 06:48
On some probabilistic properties of double periodic AR models (http://www.sciencedirect.com/science/article/pii/S016771520800429X)
Original Research Article
Statistics & Probability Letters, Volume 79, Issue 3, 1 February 2009, Pages 407-413
Abdelhakim Aknouche, Hafida Guerbyenne
Periodic stationarity of random coefficient periodic autoregressions (http://www.sciencedirect.com/science/article/pii/S0167715208005658)
Statistics & Probability Letters, Volume 79, Issue 7, 1 April 2009, Pages 990-996
Abdelhakim Aknouche, Hafida Guerbyenne
On the existence of higher-order moments of periodic GARCH models (http://www.sciencedirect.com/science/article/pii/S0167715208003118)
Original Research Article
Statistics & Probability Letters, Volume 78, Issue 18, 15 December 2008, Pages 3262-3268
Abdelhakim Aknouche, Mohamed Bentarzi
Original Research Article
Statistics & Probability Letters, Volume 79, Issue 3, 1 February 2009, Pages 407-413
Abdelhakim Aknouche, Hafida Guerbyenne
Periodic stationarity of random coefficient periodic autoregressions (http://www.sciencedirect.com/science/article/pii/S0167715208005658)
Statistics & Probability Letters, Volume 79, Issue 7, 1 April 2009, Pages 990-996
Abdelhakim Aknouche, Hafida Guerbyenne
On the existence of higher-order moments of periodic GARCH models (http://www.sciencedirect.com/science/article/pii/S0167715208003118)
Original Research Article
Statistics & Probability Letters, Volume 78, Issue 18, 15 December 2008, Pages 3262-3268
Abdelhakim Aknouche, Mohamed Bentarzi