Mohamed Bentarzi

According to our database, Mohamed Bentarzi authored at least 18 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2023

Periodic negative binomial INGARCH(1, 1) model.

Abderrahmen Manaa, Mohamed Bentarzi

Commun. Stat. Simul. Comput., November, 2023

Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes.

Mohamed Bentarzi, Mohamed Sadoun

Commun. Stat. Simul. Comput., June, 2023

On a periodic <i>SETINAR</i> model.

Abderrahmen Manaa, Mohamed Bentarzi

Commun. Stat. Simul. Comput., March, 2023

On a periodic negative binomial SETINAR model.

Abderrahmen Manaa, Mohamed Bentarzi

Commun. Stat. Simul. Comput., March, 2023

2022

On periodic EGARCH models.

Mohamed Sadoun, Mohamed Bentarzi

Commun. Stat. Simul. Comput., 2022

Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case.

Mohamed Bentarzi, Mohamed Sadoun

Commun. Stat. Simul. Comput., 2022

On some periodic <i>INARMA</i>(<i>p</i>, <i>q</i>) models.

Mohamed Bentarzi, Nawel Aries

Commun. Stat. Simul. Comput., 2022

<i>QMLE</i> of periodic integer-valued time series models.

Mohamed Bentarzi, Nawel Aries

Commun. Stat. Simul. Comput., 2022

2021

On mixture periodic Integer-Valued <i>ARCH</i> models.

Fares Ouzzani, Mohamed Bentarzi

Commun. Stat. Simul. Comput., 2021

2020

Efficient estimation in periodic INAR(1) model: parametric case.

Mohamed Sadoun, Mohamed Bentarzi

Commun. Stat. Simul. Comput., 2020

2017

Periodic integer-valued GARCH(1, 1) model.

Mohamed Bentarzi, Wissam Bentarzi

Commun. Stat. Simul. Comput., 2017

2014

On Mixture Periodic Vector Autoregressive Models.

Mohamed Bentarzi, L. Djeddou

Commun. Stat. Simul. Comput., 2014

Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model.

Mohamed Bentarzi, L. Djeddou

Commun. Stat. Simul. Comput., 2014

2010

Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes.

Mohamed Bentarzi, Mouna Merzougui

Commun. Stat. Simul. Comput., 2010

2009

Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models.

Mohamed Bentarzi, Mouna Merzougui

Commun. Stat. Simul. Comput., 2009

Adaptive Estimation of Causal Periodic Autoregressive Model.

Mohamed Bentarzi, Hafida Guerbyenne, Mouna Merzougui

Commun. Stat. Simul. Comput., 2009

2008

Predictive Density Order Selection of Periodic AR Models.

Mohamed Bentarzi, Hafida Guerbyenne, Roukia Hemis

Commun. Stat. Simul. Comput., 2008

Mixture periodic autoregressive conditional heteroskedastic models.

Mohamed Bentarzi, Fayçal Hamdi

Comput. Stat. Data Anal., 2008