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Prof. Dr. Ahmed Ghezal
Prof. Dr. Ahmed Ghezal
Professor of Mathematics and Statistics, Abdelhafid Boussouf University center of Mila
Verified email at centre-univ-mila.dz - Homepage
Title
Cited by
Cited by
Year
Markov-switching BILINEARGARCH models: Structure and estimation
A Bibi, A Ghezal
Communications in Statistics-Theory and Methods 47 (2), 307-323, 2018
112018
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
112015
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
A Bibi, A Ghezal
Statistics & Probability Letters 100, 192-202, 2015
102015
A DOUBLY MARKOV SWITCHING AR MODEL: SOME PROBABILISTIC PROPERTIES AND STRONG CONSISTENCY
A Ghezal
Journal of Mathematical Sciences, 1-10, 2023
92023
QMLE for Periodic Time-Varying Asymmetric log GARCH Models
A Ghezal
Communications in Mathematics and Statistics 9 (3), 273-297, 2021
82021
Spectral representation of Markov-switching bilinear processes
A Ghezal
São Paulo Journal of Mathematical Sciences, 1-21, 2023
62023
On Markov-switching asymmetric models: Stationarity and estimation
A Ghezal, I Zemmouri
Filomat 37 (29), 9879-9897, 2023
62023
Minimum distance estimation of Markov-switching bilinear processes
A Bibi, A Ghezal
Statistics 50 (6), 1290-1309, 2016
62016
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
52022
On periodic time-varying bilinear processes: structure and asymptotic inference
A Bibi, A Ghezal
Statistical Methods & Applications 25 (3), 395-420, 2016
52016
QMLE of periodic time-varying bilinear– GARCH models
A Bibi, A Ghezal
Communications in Statistics-Theory and Methods 48 (13), 3291-3310, 2019
42019
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations
A Bibi, A Ghezal
Kybernetika 54 (2), 375-399, 2018
42018
On the Markov-switching autoregressive stochastic volatility processes
A Ghezal, I Zemmouri
SeMA Journal, 1-15, 2023
32023
On a solvable p-dimensional system of nonlinear difference equations
A Ghezal, I Zemmouri
J. Math. Comput. Sci. 12, Article ID 195, 2022
32022
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
22023
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
22023
Asymptotic Inference for Periodic Time-Varying Bivariate Poisson INGARCH (1,1) Processes
A Ghezal
Journal of Statistics Applications & Probability Letters, 2023
22023
Solutions and local stability of the Jacobsthal system of difference equations
IZ Ahmed Ghezal, Mohamed Balegh
AIMS Mathematics 9 (2), 3576-3591, 2024
12024
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