Estimating structural VARMA models with uncorrelated but non-independent error terms. - Y. Boubacar Mainassara; Christian Francq (J. Multivar. Anal., 2011)

Computing and estimating information matrices of weak ARMA models. - Y. Boubacar Mainassara; M. Carbon; Christian Francq (Comput. Stat. Data Anal., 2012)

Estimation of multivariate asymmetric power GARCH models. - Y. Boubacar Mainassara; O. Kadmiri; Bruno Saussereau (J. Multivar. Anal., 2022)