Concepedia

Abdelouahab Bibi

AB

Statistics

Publications

13

Citations

250

H-Index

11

Active since

2003

Affiliations

University Frères Mentouri Constantine 1(Current)

University of Sciences and Technology Houari Boumediene

Laboratoire de Mathématiques d'Orsay

Université Constantine 2

Abdelouahab Bibi is an author at University Frères Mentouri Constantine 1 specializing in engineering, statistics, and estimation theory.

Top concepts

EngineeringStatisticsEstimation TheoryBusinessStochastic CalculusStochastic ProcessesEconometricsTime Series EconometricsProbabilityStatistical Inference

Publications per year

2003–2018

13

Publications

13

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

Consistent and asymptotically normal estimators for cyclically time-dependent linear models

Abdelouahab Bibi, Christian Francq · Annals of the Institute of Statistical Mathematics · 2003 · 33 citations

Econometric Model, Economics, Parameter Estimation +9

On the Markov-switching bilinear processes: stationarity, higher-order moments and<i>β</i>-mixing

Abdelouahab Bibi, Ahmed Ghezal · Stochastics · 2015 · 21 citations

Global Stationarity, Engineering, Markov-switching Bilinear Processes +9

On the Covariance Structure of Time Varying Bilinear Models

Abdelouahab Bibi · Stochastic Analysis and Applications · 2003 · 21 citations

Engineering, Autocovariance Function, Stochastic Processes +11

Estimation of Some Bilinear Time Series Models with Time Varying Coefficients

Abdelouahab Bibi, Alwell J. Oyet · Stochastic Analysis and Applications · 2004 · 20 citations

Least Squares Estimates, Parameter Identification, Engineering +12

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