Wissam Bentarzi

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Active since

2015

Affiliations

University of Sciences and Technology Houari Boumediene(Current)

Wissam Bentarzi is an author at University of Sciences and Technology Houari Boumediene specializing in probability theory, engineering, and statistics.

Top concepts

EngineeringProbabilityBusinessStatisticsGarch ModelsStochastic ModelsStochastic CalculusVolatility ModelingStochastic ProcessesMultivariate Stochastic Volatility

Publications per year

2015–2016

Publications

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

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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