Frequency-Domain Estimation of Continuous-Time Bilinear Processes
Bibi, Abdelouahab, Merahi, Fateh
Published in Communications in mathematics and statistics (01.12.2021)
Published in Communications in mathematics and statistics (01.12.2021)
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Journal Article
Spectral analysis for GARCH processes through a bilinear representation
Kimouche, Karima, Bibi, Abdelouahab
Published in Communications in statistics. Theory and methods (02.10.2023)
Published in Communications in statistics. Theory and methods (02.10.2023)
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Journal Article
QMLE of periodic time-varying bilinear- GARCH models
Bibi, Abdelouahab, Ghezal, Ahmed
Published in Communications in statistics. Theory and methods (03.07.2019)
Published in Communications in statistics. Theory and methods (03.07.2019)
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Journal Article
Markov-switching BILINEAR − GARCH models: Structure and estimation
Bibi, Abdelouahab, Ghezal, Ahmed
Published in Communications in statistics. Theory and methods (17.01.2018)
Published in Communications in statistics. Theory and methods (17.01.2018)
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Journal Article
Whittle estimation in multivariate CCC-GARCH processes
Bibi, Abdelouahab, Kimouche, Karima
Published in Communications in statistics. Theory and methods (03.08.2019)
Published in Communications in statistics. Theory and methods (03.08.2019)
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Journal Article
Moment method estimation of first-order continuous-time bilinear processes
Bibi, Abdelouahab, Merahi, Fateh
Published in Communications in statistics. Simulation and computation (21.04.2019)
Published in Communications in statistics. Simulation and computation (21.04.2019)
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Journal Article
GMM Estimation of Continuous-Time Bilinear Processes
Bibi, Abdelouahab, Merahi, Fateh
Published in Statistics, optimization & information computing (2021)
Published in Statistics, optimization & information computing (2021)
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Journal Article