Adaptive Estimation of Causal Periodic Autoregressive Model. - Mohamed Bentarzi; Hafida Guerbyenne; Mouna Merzougui (Commun. Stat. Simul. Comput., 2009)

Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models. - Mohamed Bentarzi; Mouna Merzougui (Commun. Stat. Simul. Comput., 2009)

Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes. - Mohamed Bentarzi; Mouna Merzougui (Commun. Stat. Simul. Comput., 2010)

Estimation in periodic restricted EXPAR(1) models. - Mouna Merzougui (Commun. Stat. Simul. Comput., 2018)