Articoli pubblicati da:
Bibi, AbdelouahabRisultato della ricerca: (3 titoli )
Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients |
Statistical methods & applications : Journal of the Italian Statistical Society - 2021
On periodic time-varying bilinear processes: structure and asymptotic inference |
Statistical methods & applications : Journal of the Italian Statistical Society - 2016
Yule-Walker type estimators in periodic bilinear models : strong consistency and asymptotic normality |
Statistical methods & applications : Journal of the Italian Statistical Society - 2010