Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models von Aknouche, Abdelhakim, Francq, Christian

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COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS von Aknouche, Abdelhakim, Francq, Christian

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Stationarity and ergodicity of Markov switching positive conditional mean models von Aknouche, Abdelhakim, Francq, Christian

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Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series von Aknouche, Abdelhakim, Dimitrakopoulos, Stefanos

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Explosive strong periodic autoregression with multiplicity one von Aknouche, Abdelhakim

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Ergodicity conditions for a double mixed Poisson autoregression von Aknouche, Abdelhakim, Demmouche, Nacer

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Periodic autoregressive stochastic volatility von Aknouche, Abdelhakim

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A multiplicative thinning‐based integer‐valued GARCH model von Aknouche, Abdelhakim, Scotto, Manuel G.

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Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models von Aknouche, Abdelhakim, Bendjeddou, Sara, Touche, Nassim

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Forecasting transaction counts with integer-valued GARCH models von Aknouche, Abdelhakim, Almohaimeed, Bader S., Dimitrakopoulos, Stefanos

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Periodic autoregressive conditional duration von Aknouche, Abdelhakim, Almohaimeed, Bader, Dimitrakopoulos, Stefanos

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Quadratic random coefficient autoregression with linear-in-parameters volatility von Aknouche, Abdelhakim

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On periodic ergodicity of a general periodic mixed Poisson autoregression von Aknouche, Abdelhakim, Bentarzi, Wissam, Demouche, Nacer

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Weighted least squares-based inference for stable and unstable threshold power ARCH processes von Aknouche, Abdelhakim, Touche, Nassim

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Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases von Aknouche, Abdelhakim

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Weighted least squares-based inference for stable and unstable threshold power A R C H processes von Aknouche, Abdelhakim, Touche, Nassim

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Bayesian analysis of periodic asymmetric power GARCH models von Aknouche, Abdelhakim, Demmouche, Nacer, Dimitrakopoulos, Stefanos, Touche, Nassim

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Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models von Aknouche, Abdelhakim, Al-Eid, Eid, Demouche, Nacer

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Two-Stage Weighted Least Squares Estimation of Nonstationary Random Coefficient Autoregressions von Aknouche, Abdelhakim

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Estimateur du quasi-maximum de vraisemblance géométrique d'une classe générale de modèles de séries chronologiques à valeurs entières von Aknouche, Abdelhakim, Bendjeddou, Sara

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