Institut de Mathématiques de Luminy

BIBLIOGRAPHIE - Mohamed BOUTAHAR



Année
Publications
Files Type
2013 Boutahar Mohamed, Ghattas Badih, Pommeret Denys.
Nonparametric comparison of several transformations of distribution functions.
Journal of Non Parametric Statistics, Volume 25, Issue 3, pages 619--633, 2013.
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2012 Boutahar Mohamed.
Testing for change in mean of independent multivariate observations with time varying covariance.
J. Probab. Stat., Art. ID 969753, 17 pp., 2012.
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2011 Boutahar Mohamed, Khalfaoui Rabeh.
Estimation of the long memory parameter in non stationary models: A Simulation Study.
halshs-00595057, version 1, 2011-24, 23 May 2011.
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  Aloy Marcel, Boutahar Mohamed, Gente Karine, Péguin-Feissolle Anne.
Long-run relationships between international stock prices : further evidence from fractional cointegration tests.
GREQAM, Working Papers 2011-07.
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  Aloy Marcel, Boutahar Mohamed, Gente Karine, Péguin-Feissolle Anne.
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?
GREQAM, Working Papers 2011-04.
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2010 Boutahar Mohamed.
Behaviour of skewness, kurtosis and normality tests in long memory data.
Stat. Methods Appl. 19, no. 2, 193--215, 2010.
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  Ben Nasr Adnen, Boutahar Mohamed, Trabelsi Abdelwahe.
Fractionally integrated time varying GARCH model.
Stat. Methods Appl. 19, no. 3, 399--430, 2010.
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2009 Boutahar Mohamed.
Comparison of non-parametric and semi-parametric tests in detecting long memory.
J. Appl. Stat. 36, no. 9-10, 945--972, 2009.
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  Nouira Leïla, Boutahar Mohamed, Marimoutou Vêlayoudom.
The effect of tapering on the semiparametric estimators for nonstationary long memory processes.
Statist. Papers 50, no. 2, 225--248, 2009.
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2008 Boutahar Mohamed.
Identification of persistent cycles in non-Gaussian long-memory time series.
J. Time Ser. Anal. 29, no. 4, 653--672, 2008.

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ACL
  Ajmi Ahdi Noomen, Boutahar Mohamed.
Chroniques démographiques des naissances: longue mémoire ou changement de régime? [Demographic time series of births: long memory or regime switching?]
Math. Sci. Hum. Math. Soc. Sci. No. 181, 81--105, 2008.
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2007 Boutahar Mohamed, Marimoutou Vêlayoudom, Nouira Leïla.
Estimation methods of the long memory parameter: Monte Carlo analysis and application.
J. Appl. Stat. 34, no. 3-4, 261--301, 2007.
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  Boutahar Mohamed.
Optimal prediction with nonstationary ARFIMA model.
J. Forecast. 26, no. 2, 95--111, 2007.
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2002 Boutahar Mohamed.
General autoregressive models with long-memory noise.
Stat. Inference Stoch. Process. 5, no. 3, 321--333, 2002.
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2000 Boutahar Mohamed.
Modèles autorégressifs explosifs avec bruit longue mémoire [Explosive autoregressive models with long-memory noise].
C. R. Acad. Sci. Paris Sér. I Math. 330, no. 10, 889--892, 2000.
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1996 Boutahar Mohamed, Deniau Claude.
Least squares estimator for regression models with some deterministic time varying parameters.
Metrika 43, no. 1, 57--67, 1996.
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1995 Boutahar Mohamed, Deniau Claude.
A proof of asymptotic normality for some VARX models.
Metrika 42, no. 5, 331--339, 1995.
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1992 Boutahar Mohamed.
Strong consistency of least squares estimates in general ARXd(p,s) system.
Stochastics Stochastics Rep. 38, no. 3, 175--184, 1992.
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  Boutahar Mohamed, Deniau Claude.
Almost sure convergence of least squares estimates for regular multivariate ARX systems.
Systems Control Lett. 19, no. 2, 157--163, 1992.
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  Boutahar Mohamed, Deniau Claude.
Distribution limite de l'estimateur des moindres carrés dans un modèle autorégressif vectoriel stable avec signal exogène déterministe [Limiting distribution of least-squares estimates in a stable multivariate autoregressive model with deterministic exogenous signal].
C. R. Acad. Sci. Paris Sér. I Math. 314, no. 4, 301--304, 1992.
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1991 Boutahar Mohamed.
Distribution asymptotique de l'estimateur des moindres carrés. Cas des modèles ARX(p,s) instables [Asymptotic distribution of least-squares estimates in unstable ARX(p,s) models].
Stochastics Stochastics Rep. 37, no. 1-2, 105--126, 1991.
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  Boutahar Mohamed.
Convergence en loi de l'estimateur des moindres carrés dans le modèle ARX(p,s) explosif [Limiting distributions of least-squares estimates in the explosive ARX(p,s) model].
C. R. Acad. Sci. Paris Sér. I Math. 313, no. 9, 619--622, 1991.
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Last update : october 22, 2013, EL.