Abdelhakim Aknouche

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Publications

Citations

274

H-Index

Active since

2006

Affiliations

University of Sciences and Technology Houari Boumediene(Current)

Qassim University

University Frères Mentouri Constantine 1

Centre de Recherche en Économie et Statistique

Université de Lille

Abdelhakim Aknouche is an author at University of Sciences and Technology Houari Boumediene specializing in statistics, engineering, and estimation theory.

ORCID

Top concepts

StatisticsEngineeringEstimation TheoryEconometricsBusinessVolatility ModelingForecastingStatistical InferenceFinanceEconomics

Publications per year

2006–2023

Publications

Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes

Abdelhakim Aknouche, Abdelouahab Bibi · Journal of Time Series Analysis · 2008 · 50 citations

Volatility Modeling, Parameter Estimation, Engineering +12

COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS

Abdelhakim Aknouche, Christian Francq · Econometric Theory · 2020 · 39 citations

Econometric Model, Volatility Modeling, Economics +12

Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models

Abdelhakim Aknouche, Sara Bendjeddou, Nassim Touche · Journal of Time Series Analysis · 2017 · 23 citations

Dispersion Parameters, Engineering, Poisson Qmle +10

Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models

Abdelhakim Aknouche, Christian Francq · Journal of Econometrics · 2021 · 18 citations

Parameter Estimation, Engineering, Econometrics +8

Recursive Estimation of GARCH Models

Abdelhakim Aknouche, Hafida Guerbyenne · Communications in Statistics - Simulation and Computation · 2006 · 17 citations

Volatility Modeling, Parameter Estimation, Recursive Maximum Likelihood +17

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