3
H index
2
i10 index
39
Citations
Bank Al-Maghrib | 3 H index 2 i10 index 39 Citations RESEARCH PRODUCTION: 7 Articles 7 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 2 |
Journal of Time Series Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 5 |
Year | Title of citing document |
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2020 | Measures of Crossâ€Dependence for Bidimensional Periodic AR(1) Model with αâ€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. Full description at Econpapers || Download paper |
2022 | Periodic 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. Full description at Econpapers || Download paper |
2020 | An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272. Full description at Econpapers || Download paper |
2022 | An 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. Full description at Econpapers || Download paper |
2020 | Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:101696. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Optimal Tests of Noncorrelation Between Multivariate Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
2007 | Optimal tests for non-correlation between multivariate time series.(2007) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2005 | Testing Non?Correlation and Non?Causality between Multivariate ARMA Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
2005 | Testing 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 | |
2011 | Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2011 | Asymptotic 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 | |
2008 | ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
2006 | Exact maximum likelihood estimation of structured or unit root multivariate time series models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
2006 | Exact 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 | |
2008 | Aggregation and systematic sampling of periodic ARMA processes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
2008 | The asymptotic and exact Fisher information matrices of a vector ARMA process In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
2018 | Capital humain au Maroc: Evaluation fondée sur le revenu de la vie entière In: Document de travail. [Full Text][Citation analysis] | paper | 0 |
2008 | The asymptotic and exact Fisher information matrices In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 2 |
2005 | Testing non-correlation and non-causality between two multivariate ARMA time series In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
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