Concepedia

Hafida Guerbyenne

HG

Statistics

Publications

4

Citations

52

H-Index

4

Active since

2006

Affiliations

University of Sciences and Technology Houari Boumediene(Current)

Hafida Guerbyenne is an author at University of Sciences and Technology Houari Boumediene specializing in garch models, statistics, and volatility modeling.

Top concepts

Publications per year

2006–2009

4

Publications

4

Recursive Estimation of GARCH Models

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

, , +17

Periodic stationarity of random coefficient periodic autoregressions

Abdelhakim Aknouche, Hafida Guerbyenne · Statistics & Probability Letters · 2008 · 13 citations

, , +1

Adaptive Estimation of Causal Periodic Autoregressive Model

Mohamed Bentarzi, Hafida Guerbyenne, M. Merzougui · Communications in Statistics - Simulation and Computation · 2009 · 12 citations

On some probabilistic properties of double periodic AR models

Abdelhakim Aknouche, Hafida Guerbyenne · Statistics & Probability Letters · 2008 · 10 citations

1–4 of 4