Markov-switching BILINEAR − GARCH models: Structure and estimation A Bibi, A Ghezal
Communications in Statistics-Theory and Methods 47 (2), 307-323, 2018
11 2018 On the Markov-switching bilinear processes: stationarity, higher-order moments and β -mixing A Bibi, A Ghezal
Stochastics An International Journal of Probability and Stochastic Processes …, 2015
11 2015 Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models A Bibi, A Ghezal
Statistics & Probability Letters 100, 192-202, 2015
10 2015 A DOUBLY MARKOV SWITCHING AR MODEL: SOME PROBABILISTIC PROPERTIES AND STRONG CONSISTENCY A Ghezal
Journal of Mathematical Sciences, 1-10, 2023
9 2023 QMLE for Periodic Time-Varying Asymmetric log GARCH Models A Ghezal
Communications in Mathematics and Statistics 9 (3), 273-297, 2021
8 2021 Spectral representation of Markov-switching bilinear processes A Ghezal
São Paulo Journal of Mathematical Sciences, 1-21, 2023
6 2023 On Markov-switching asymmetric models: Stationarity and estimation A Ghezal, I Zemmouri
Filomat 37 (29), 9879-9897, 2023
6 2023 Minimum distance estimation of Markov-switching bilinear processes A Bibi, A Ghezal
Statistics 50 (6), 1290-1309, 2016
6 2016 Note on a rational system of 4 k+ 4-order difference equations: periodic solution and convergence A Ghezal
Journal of Applied Mathematics and Computing, 1-9, 2022
5 2022 On periodic time-varying bilinear processes: structure and asymptotic inference A Bibi, A Ghezal
Statistical Methods & Applications 25 (3), 395-420, 2016
5 2016 QMLE of periodic time-varying bilinear– GARCH modelsA Bibi, A Ghezal
Communications in Statistics-Theory and Methods 48 (13), 3291-3310, 2019
4 2019 QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations A Bibi, A Ghezal
Kybernetika 54 (2), 375-399, 2018
4 2018 On the Markov-switching autoregressive stochastic volatility processes A Ghezal, I Zemmouri
SeMA Journal, 1-15, 2023
3 2023 On a solvable p-dimensional system of nonlinear difference equations A Ghezal, I Zemmouri
J. Math. Comput. Sci. 12, Article ID 195, 2022
3 2022 Higher-order System of p− nonlinear Difference Equations Solvable in Closed-form with Variable Coefficients A Ghezal, I Zemmouri
3 * The bispectral representation of Markov switching bilinear models AGI Zemmouri
Communications Faculty Of Science University of Ankara Series A1Mathematics …, 2023
2 * 2023 Estimating MS-BLGARCH Models Using Recursive Method A Ghezal, I Zemmouri
Pan-American Journal of Mathematics 2, 6, 2023
2 2023 Representation of Solutions of a Second-Order System of Two Difference Equations With Variable Coefficients A Ghezal, I Zemmouri
Pan-American Journal of Mathematics 2, 2, 2023
2 2023 Asymptotic Inference for Periodic Time-Varying Bivariate Poisson INGARCH (1,1) Processes A Ghezal
Journal of Statistics Applications & Probability Letters, 2023
2 2023 Solutions and local stability of the Jacobsthal system of difference equations IZ Ahmed Ghezal, Mohamed Balegh
AIMS Mathematics 9 (2), 3576-3591, 2024
1 2024