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Abdelhakim Aknouche & Fayçal Hamdi. (2009) Calculating the autocovariances and the likelihood for periodic V ARMA models. Journal of Statistical Computation and Simulation 79:3, pages 227-239.
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Abdelhakim Aknouche, Hacène Belbachir & Fayçal Hamdi. (2008) A Note on Calculating Autocovariances of Periodic ARMA Models. Communications in Statistics - Simulation and Computation 37:5, pages 924-927.
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Articles from other publishers (5)
You He, Jinrui Zhang, Jie Feng & Guoqing Shi. (2022) Dynamic Relationship between Green Economy and Energy Utilization Level: Evidence from China. Energies 15:16, pages 5927.
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Abdelhakim Aknouche. (2015) Explosive strong periodic autoregression with multiplicity one. Journal of Statistical Planning and Inference 161, pages 50-72.
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Abdelhakim Aknouche & Hafida Guerbyenne. (2009) Periodic stationarity of random coefficient periodic autoregressions. Statistics & Probability Letters 79:7, pages 990-996.
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Abdelhakim Aknouche & Hafida Guerbyenne. (2009) On some probabilistic properties of double periodic AR models. Statistics & Probability Letters 79:3, pages 407-413.
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Abdelhakim Aknouche & Abdelouahab Bibi. (2008) Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes. Journal of Time Series Analysis 30:1, pages 19-46.
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