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Fayçal Hamdi 0002

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affiliation: Université des Sciences et de la Technologie Houari Boumediene, Algiers, Algeria

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2020 – today

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2022
[j5]
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Fayçal Hamdi, Abderaouf Khalfi:
Predictive density criterion for SETAR models. Commun. Stat. Simul. Comput. 51(2): 443-459 (2022)

2010 – 2019

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2019
[j4]
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Billel Aliat, Fayçal Hamdi:
Probabilistic properties of a Markov-switching periodic GARCH process. Kybernetika 55(6): 915-942 (2019)
2015
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Hafida Guerbyenne, Fayçal Hamdi:
Bootstrapping Periodic State-Space Models. Commun. Stat. Simul. Comput. 44(2): 374-401 (2015)

2000 – 2009

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2008
[j2]
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Mohamed Bentarzi, Fayçal Hamdi:
Mixture periodic autoregressive conditional heteroskedastic models. Comput. Stat. Data Anal. 53(1): 1-16 (2008)
[j1]
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Abdelhakim Aknouche, Hacène Belbachir, Fayçal Hamdi:
A Note on Calculating Autocovariances of Periodic ARMA Models. Commun. Stat. Simul. Comput. 37(5): 924-927 (2008)

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