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1. Periodically homogeneous Markov chains: The discrete state space case. (2024). Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:122287.

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2. Inspecting a seasonal ARIMA model with a random period. (2024). Rabehi, Nadia ; Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:120758.

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3. Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim.
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29.

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4. Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:101696.

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5. Bayesian analysis of periodic asymmetric power GARCH models. (2020). Nassim, Touche ; Stefanos, Dimitrakopoulos ; Nacer, Demmouche ; Abdelhakim, Aknouche.
   In: Studies in Nonlinear Dynamics & Econometrics.
   RePEc:bpj:sndecm:v:24:y:2020:i:4:p:24:n:5.

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6. Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2018). Demouche, Nacer ; Al-Eid, Eid ; Aknouche, Abdelhakim.
   In: Statistical Inference for Stochastic Processes.
   RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9160-x.

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7. Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Touche, Nassim ; Demmouche, Nacer ; Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:91136.

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8. Periodic autoregressive stochastic volatility. (2017). Aknouche, Abdelhakim.
   In: Statistical Inference for Stochastic Processes.
   RePEc:spr:sistpr:v:20:y:2017:i:2:d:10.1007_s11203-016-9139-z.

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9. A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting. (2017). Schmid, Wolfgang ; Ambach, Daniel.
   In: Energy.
   RePEc:eee:energy:v:135:y:2017:i:c:p:833-850.

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10. Wind power prediction using hybrid autoregressive fractionally integrated moving average and least square support vector machine. (2017). Yuan, Yanbin ; Wu, Xiaotao ; Lei, Xiaohui ; Tan, Qingxiong .
    In: Energy.
    RePEc:eee:energy:v:129:y:2017:i:c:p:122-137.

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11. Space-time short- to medium-term wind speed forecasting. (2016). Ambach, Daniel ; Croonenbroeck, Carsten.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:25:y:2016:i:1:p:5-20.

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12. Space-time short- to medium-term wind speed forecasting. (2016). Ambach, Daniel ; Croonenbroeck, Carsten.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:25:y:2016:i:1:d:10.1007_s10260-015-0343-6.

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13. Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland. (2016). Garthoff, Robert ; Ambach, Daniel.
    In: AStA Wirtschafts- und Sozialstatistisches Archiv.
    RePEc:spr:astaws:v:10:y:2016:i:1:p:15-36.

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14. Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland. (2016). Garthoff, Robert ; Ambach, Daniel.
    In: AStA Wirtschafts- und Sozialstatistisches Archiv.
    RePEc:spr:astaws:v:10:y:2016:i:1:d:10.1007_s11943-016-0177-1.

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15. Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2016). Demouche, Nacer ; Al-Eid, Eid ; Aknouche, Abdelhakim.
    In: MPRA Paper.
    RePEc:pra:mprapa:75770.

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16. Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes. (2016). Ziel, Florian.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:773-793.

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17. Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity. (2016). Ziel, Florian ; Ambach, Daniel ; Croonenbroeck, Carsten.
    In: Applied Energy.
    RePEc:eee:appene:v:177:y:2016:i:c:p:285-297.

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18. Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. (2015). Aknouche, Abdelhakim.
    In: MPRA Paper.
    RePEc:pra:mprapa:69572.

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19. Periodic autoregressive stochastic volatility. (2015). Aknouche, Abdelhakim.
    In: MPRA Paper.
    RePEc:pra:mprapa:69571.

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20. Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. (2015). Ziel, Florian.
    In: Papers.
    RePEc:arx:papers:1502.06557.

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21. Inference in non stationary asymmetric garch models. (2013). Zakoian, Jean-Michel ; Francq, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:44901.

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22. Two-Stage Weighted Least Squares Estimation of Nonstationary Random Coefficient Autoregressions. (2013). Abdelhakim, Aknouche.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:5:y:2013:i:1:p:25-46:n:1.

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23. Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. (2012). Aknouche, Abdelhakim.
    In: Statistical Inference for Stochastic Processes.
    RePEc:spr:sistpr:v:15:y:2012:i:3:p:241-256.

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