Articoli pubblicati da: Bibi, Abdelouahab


Risultato 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
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On periodic time-varying bilinear processes: structure and asymptotic inference
Statistical methods & applications : Journal of the Italian Statistical Society - 2016
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Yule-Walker type estimators in periodic bilinear models : strong consistency and asymptotic normality
Statistical methods & applications : Journal of the Italian Statistical Society - 2010
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