4 citations · 8 across the 6 of their papers we have counts for
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stat.ME2007★ 4 cited
Periodic Chandrasekhar recursions
Abdelhakim Aknouche, Fayçal Hamdi
This paper extends the Chandrasekhar-type recursions due to Morf, Sidhu, and Kailath "Some new algorithms for recursive estimation in constant, linear, discrete-time systems, IEEE…
math.PR2007★ 4 cited
On some probabilistic properties of periodic GARCH processes
Abdelouahab Bibi, Abdelhakim Aknouche
This paper examines some probabilistic properties of the class of periodic GARCH processes (PGARCH) which feature periodicity in conditional heteroskedasticity. In these models, th…
stat.ME2007
A note on calculating autocovariances of periodic ARMA models
Abdelhakim Aknouche Hacène Belbachir Fayçal Hamdi
An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (PARMA) models is provided.