Mixture periodic autoregressive conditional heteroskedastic models. - Mohamed Bentarzi; Fayçal Hamdi 002 (Comput. Stat. Data Anal., 2008)

A Note on Calculating Autocovariances of Periodic ARMA Models. - Abdelhakim Aknouche; Hacène Belbachir; Fayçal Hamdi 002 (Commun. Stat. Simul. Comput., 2008)

Bootstrapping Periodic State-Space Models. - Hafida Guerbyenne; Fayçal Hamdi 002 (Commun. Stat. Simul. Comput., 2015)

Probabilistic properties of a Markov-switching periodic GARCH process. - Billel Aliat; Fayçal Hamdi 002 (Kybernetika, 2019)

Predictive density criterion for SETAR models. - Fayçal Hamdi 002; Abderaouf Khalfi (Commun. Stat. Simul. Comput., 2022)

On periodic log GARCH model with empirical application. - Abdelouahab Bibi; Fayçal Hamdi 002 (Stat. Comput., 2024)