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Abdelhakim Aknouche · Study
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Author
Abdelhakim Aknouche
3 works
· latest 2021
· 2 institutions
cluster: provisional
ORCID 0000-0001-8987-4561
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Citations
100
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Most cited in this library
Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes
2008 · 50 citations
Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models
2017 · 25 citations
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
2021 · 25 citations
Works
3 shown
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Journal of Econometrics
·
2021
·
2 authors
·
Open access
25
citations
Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models
Journal of Time Series Analysis
·
2017
·
3 authors
·
Open access
25
citations
Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes
Journal of Time Series Analysis
·
2008
·
2 authors
50
citations