2 papers
stat.CO2017
New approximation for GARCH parameters estimate
Yakoub Boularouk, Nasr-eddine Hamri
This paper presents a new approach for the optimization of GARCH parameters estimation. Firstly, we propose a method for the localization of the maximum. Thereafter, using the meth…
math.DS2013
The Grünwald-Letnikov fractional-order derivative with fixed memory length
Mohammed-Salah Abdelouahab, Nasr-Eddine Hamri
Contrary to integer order derivative, the fractional-order derivative of a non-constant periodic function is not a periodic function with the same period, as a consequence of this…