Lescheb Ines

Thèmes de recherche

• Financial Risk and Volatility Modeling
• Stochastic processes and financial applications
• Complex Systems and Time Series Analysis
• Time Series Analysis and Forecasting
• Statistical and numerical algorithms

Publications 11

Trier par : date · citations

1. Strong consistency and asymptotic normality of least squares estimators for PGARCH and models 2010 · Statistics & Probability Letters · 11 citation(s)
2. A note on integrated periodic GARCH processes 2014 · Statistics & Probability Letters · 6 citation(s)
3. On general periodic time-varying bilinear processes 2011 · Economics Letters · 4 citation(s)
4. On stationarity of the periodic AGARCH processes 2015 · Random Operators and Stochastic Equations · 3 citation(s)
5. Estimation and Asymptotic Properties in PeriodicGARCH(1, 1) Models 2013 · Communication in Statistics- Theory and Methods · 3 citation(s)
6. Asymptotic inference for periodic ARCH processes 2011 · Random Operators and Stochastic Equations · 3 citation(s)
7. A conditional least squares approach to PGARCH and PARMA–PGARCH time series estimation 2010 · Comptes Rendus Mathématique · 3 citation(s)
8. QMLE for periodic absolute value GARCH models 2024 · Random Operators and Stochastic Equations · 1 citation(s)
9. On the stationarity and existence of moments of the periodic EGARCH process 2023 · Monte Carlo Methods and Applications · 1 citation(s)
10. Bilinear Log-GARCH model 2026 · Monte Carlo Methods and Applications
11. GMM estimation and asymptotic properties in periodic GARCH(1, 1) models 2025 · Monte Carlo Methods and Applications