Behaviour of skewness, kurtosis and normality tests in long memory data. - Mohamed Boutahar (Stat. Methods Appl., 2010)

Fractionally integrated time varying GARCH model. - Adnen Ben Nasr; Mohamed Boutahar; Abdelwahed Trabelsi (Stat. Methods Appl., 2010)

A wavelet-based approach for modelling exchange rates. - Heni Boubaker; Mohamed Boutahar (Stat. Methods Appl., 2011)

Extreme Value Theory for Univariate Stationary Processes. - Samia Ayari; Mohamed Boutahar (GSCIT, 2016)

Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator? - Heni Boubaker; Mohamed Boutahar; Rabeh Khalfaoui (Commun. Stat. Simul. Comput., 2017)