abdessamad Saidi : Citation Profile

Are you abdessamad Saidi?

Bank Al-Maghrib

3

H index

2

i10 index

39

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 3
   Journals where abdessamad Saidi has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1543
   Updated: 2022-06-25    RAS profile: 2017-06-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with abdessamad Saidi.

Is cited by:

Dufour, Jean-Marie (4)

Billio, Monica (4)

Gatfaoui, Hayette (4)

Zhu, Ke (3)

Bauer, Dietmar (2)

Eichler, Michael (2)

Mertens, Karel (2)

Kascha, Christian (2)

Maynard, Alex (2)

Caporin, Massimiliano (1)

Wong, Wing-Keung (1)

Cites to:

Dufour, Jean-Marie (5)

Granger, Clive (2)

Lütkepohl, Helmut (2)

Francq, Christian (2)

Zakoian, Jean-Michel (2)

Poskitt, Donald (1)

Zadrozny, Peter (1)

Mittnik, Stefan (1)

Harvey, Andrew (1)

Osborn, Denise (1)

Engle, Robert (1)

Main data

Where abdessamad Saidi has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles5

Recent works citing abdessamad Saidi (2021 and 2020)

YearTitle of citing document
2020Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution. (2020). Giri, Prashant ; Grzesiek, Aleksandra ; Wyomaska, Agnieszka ; Sundar, S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:6:p:785-807.

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2022Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29.

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2020An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272.

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2022An indirect proof for the asymptotic properties of VARMA model estimators. (2022). Melard, Guy. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:96-111.

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2020Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:101696.

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2020A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process. (2020). Cavicchioli, Maddalena. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:1:d:10.1007_s10260-019-00472-y.

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Works by abdessamad Saidi:

YearTitleTypeCited
2007Optimal Tests of Noncorrelation Between Multivariate Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
2007Optimal tests for non-correlation between multivariate time series.(2007) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2005Testing Non?Correlation and Non?Causality between Multivariate ARMA Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article13
2005Testing non-correlation and non-causality between multivariate arma time series.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 13		paper
2011Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2011Asymptotic properties of weighted least squares estimation in weak parma models.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2008ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article5
2006Exact maximum likelihood estimation of structured or unit root multivariate time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2006Exact maximum likelihood estimation of structured or unit root multivariate time series models.(2006) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2008Aggregation and systematic sampling of periodic ARMA processes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2008The asymptotic and exact Fisher information matrices of a vector ARMA process In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article2
2018Capital humain au Maroc: Evaluation fondée sur le revenu de la vie entière In: Document de travail.
[Full Text][Citation analysis]		paper0
2008The asymptotic and exact Fisher information matrices In: ULB Institutional Repository.
[Full Text][Citation analysis]		paper2
2005Testing non-correlation and non-causality between two multivariate ARMA time series In: ULB Institutional Repository.
[Citation analysis]		paper1

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