Concepedia

Mohamed Bentarzi

MB

Statistics

Publications

9

Citations

201

H-Index

9

Active since

1994

Affiliations

University of Sciences and Technology Houari Boumediene(Current)

Université Libre de Bruxelles

Mohamed Bentarzi is an author at University of Sciences and Technology Houari Boumediene specializing in statistics, econometrics, and engineering.

Top concepts

StatisticsEconometricsBusinessEngineeringVolatility ModelingProbabilityStochastic ModelsStochastic ProcessesStatistical InferenceMultivariate Stochastic Volatility

Publications per year

1994–2019

9

Publications

9

ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS

Mohamed Bentarzi, Marc Hallin · Journal of Time Series Analysis · 1994 · 64 citations

General M ‐Variate, Sufficient Condition, Econometrics +5

Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches

Mohamed Bentarzi, Marc Hallin · Econometric Theory · 1996 · 39 citations

Econometric Model, Economics, Financial Time Series Analysis +15

Periodic integer-valued GARCH(1, 1) model

Mohamed Bentarzi, Wissam Bentarzi · Communications in Statistics - Simulation and Computation · 2015 · 19 citations

Periodic Autocorrelation Function, Volatility Modeling, Multivariate Stochastic Volatility +11

Mixture periodic autoregressive conditional heteroskedastic models

Mohamed Bentarzi, Fayçal Hamdi · Computational Statistics & Data Analysis · 2008 · 14 citations

Volatility Modeling, Business, Econometrics +2

Periodic integer-valued bilinear time series model

Mohamed Bentarzi, Wissam Bentarzi · Communication in Statistics- Theory and Methods · 2016 · 14 citations

Underlying Parameters, Engineering, Discrete Dynamical System +10

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