Search Results - Benmoumen, Mohammed

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  1. 1
    Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter

    Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter by Benmoumen, Mohammed, Salhi, Imane, Allal, Jelloul

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  2. 2
    Numerical optimization of the likelihood function based on Kalman filter in the ARCH models

    Numerical optimization of the likelihood function based on Kalman filter in the ARCH models by Mohammed, Benmoumen

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    Conference Proceeding
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  3. 3
    The Strong Consistency of Quasi-Maximum Likelihood Estimators for p-order Random Coefficient Autoregressive (RCA) Models

    The Strong Consistency of Quasi-Maximum Likelihood Estimators for p-order Random Coefficient Autoregressive (RCA) Models by Benmoumen, Mohammed, Salhi, Imane

    Published in Sankhya. Series. A
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  4. 4
    Applying directionality trading rules into a systematic equity trading strategy for beating the rate of inflation in Malaysia

    Applying directionality trading rules into a systematic equity trading strategy for beating the rate of inflation in Malaysia by Mansor, Mahayaudin M., Zahari, Siti Meriam, Ibrahim, Nurain, Derasit, Zuraidah, Mohammed, Benmoumen, Metcalfe, Andrew V.

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    Conference Proceeding
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  5. 5
    Parameter Estimation for First-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter

    Parameter Estimation for First-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter by Allal, Jelloul, Benmoumen, Mohammed

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