Theoretical contributions to statistical inference of processes


19. Boutahar, M., Ghattas, B., Pommeret, D. (2013). Nonparametric comparison of several transformations of distribution functions. Journal of Nonparametric Statistic , Volume 25, Issue 3, September 2013, pages 619-633

18. Boutahar, M. (2012). Testing for Change in Mean of independent multivariate observations with time varying covariance . Journal of Probability and Statistics.

17. Boubaker, H. et Boutahar, M. (2011). A Wavelet-based Approach for Modelling Exchange Rates. Statistical Methods and Applications. Vol 20, No 2, 201-222.

16. Ben Nasr, A., Boutahar, M. Trabelsi, A. (2010). Fractionally Integrated Time Varying GARCH Model . Statistical Methods and Applications. Vol 19, No 3, 399-430.

15. Boutahar, M. (2010). Behaviour of skewness, kurtosis and normality tests in long memory data . Statistical Methods and Applications. Vol 19, No 2, 193-215.

14. Boutahar, M., Marimoutou, V. et Nouira, L. (2009a). On the effect of the Kolmogorovzurbenko taper. Statistical papers. Vol 50, 225-248.

13. Boutahar, M. (2009). Comparison of non-parametric and semi-parametric tests in detecting long memory . Journal of Applied Statistics. Vol 36, Issue 9, 945 972.

12. Boutahar, M. (2008d). Identification of Persistent Cycles in Non-Gaussian Long Memory Time Series. Journal of Time Series Analysis. Vol. 29, Issue 4, 653-672.

11. Boutahar, M., Marimoutou, V. et Nouira, L. (2007). Estimation methods of the long memory parameter: Monte Carlo analysis and application . Journal of Applied Statistics. Vol 34, Issue 3, 261-301.

10. Boutahar, M. (2007). Optimal prediction for nonstationary ARFIMA model . Journal of Forecasting. Vol 26, 95-111.

9. Boutahar, M. (2002). General autoregressive models with long-memory noise. Statistical Inference for Stochastic Processes . Vol 5, 321-333.

8. Boutahar, M. (2000). Modèles Autorégressifs explosifs avec bruit longue mémoire. Comptes rendus de l'Académie des Sciences. Tome 330 Série I, 889-892.

7. Boutahar, M. et Deniau, CL. (1996). Least Squares Estimator for regression Model with some Deterministic Time Varying Parameters. Metrika. Vol. 43, 57-67.

6. Boutahar, M. et Deniau, CL. (1995). A Proof of Asymptotic Normality for some VARX Models . Metrika. Vol. 42, 331-339.

5. Boutahar, M. et Deniau, CL. (1992b). Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems. Systems and Control Letters. Vol. 19, 157-163.

4. Boutahar, M. et Deniau, CL. (1992a). Distribution limite de l'Estimateur des Moindres Carrés dans un Modèle Autorégressif vectoriel Stable avec Signal Exogène déterministe. Comptes rendus de l'Académie des Sciences .Tome 314 Série I, 301-304.

3. Boutahar, M. (1992). Strong Consistency of least squares estimates in general ARX_d(p,s) system. Stochastics and Stochastics Reports. Vol. 38, 175-183.

2. Boutahar, M. (1991b). Convergence en loi de l'Estimateur des Moindres Carrés dans un Modèle ARX_d(p,s) explosif. Comptes rendus de l'Académie des Sciences. Tome 313 Série I , 619-622.

1. Boutahar, M. (1991a). Distribution asymptotique de l'Estimateur des Moindres Carrés. Cas des Modèles ARX(p,s) Instables. Stochastics and Stochastics Reports. Vol. 37, 105- 126.



Statistical modelling of time series (Economic, Financial and Human Sciences data)



21. Aloy, M., Boutahar, M., Gente, K. et Péguin-Feissolle, A. (2013). Long-run relationships between international stock prices: further evidence from fractional cointegration tests. Applied Economics, Vol. 45, Issue 7, pp. 817-828, March 2013.

20. Ahamada, I. et Boutahar, M. (2012). Power of the KPSS test against shift in variance: a further investigation. Economics Bulletin, Vol. 32, No.1, 854-865.

20. Boutahar, M. et B. Raggad (2012) Structural Change in Tail Behavior and the Recent Financial Crises. International Journal of Monetary Economics and Finance. Vol. 5, No 3, 277-298.

18. Aloy, M., Boutahar, M., Gente, K. et Péguin-Feissolle, A. (2011). Purchasing power parity and the long memory properties of the real exchange rates: does one size fit all?. Economic Modelling. Vol 28, No 3, 1279-1290.

17. Belkhouja, M. et Boutahar, M. (2010). Modeling volatility with time-varying FIGARCH model . Economic Modelling. Vol. 28, No 3,1106-1116.

16. Boutahar, M. et Essaadi, E. (2010b). A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach. Economics Bulletin. Vol. 30, No.2, 1054-1070.

15. Aloy, M., Boutahar, M., Gente, K. et Péguin-Feissolle, A. (2010a). Fractional integration and cointegration in stock prices and exchange rates. Economics Bulletin. Vol. 30, No.1, 115-129.

14. Boutahar, M. et Jouini, J. (2010). The finite-sample properties of bootstrap tests in multiple structural change models. Economics Bulletin. Vol. 30, No.1, 55-66.

13. Belkhouja, M. et Boutahar, M. (2009e). Structural change and long memory in the dynamic of US inflation process. Computational Economics. Vol. 34, N. 2, 195-216

12. Boutahar, M. et Gbaguidi, D. (2009d). Which Econometric Specification to Characterize the U.S. Inflation Rate Process? Computational Economics.Vol. 34, N.2, 145-172.

11. Boutahar, M., Mootamri, I. et Péguin-Feissolle, A. (2009c). A fractionally integrated exponential STAR model applied to the US real effective exchange rate . Economic Modelling. Vol 26, Issue 2, 333-

10. Ajmi, A.N. et Boutahar, M. (2008c). Chroniques démographiques des naissances: longue mémoire ou changement de régime. Mathématiques et Sciences Humaines. No81,1, 81-

9. Ajmi, A.N., Ben Nasr, A. et Boutahar, M. (2008b). Seasonal Nonlinear Long Memory Model for the US Inflation Rates. Computational Economics. Vol 31, No 3, 243-254.

8. Boutahar, M., Dufrénot, G. et Péguin-Feissolle, A. (2008a). A Simple Fractionally Integrated Model with a Time varying Long Memory Parameter d_t. Computational Economics. Vol. 31, No 3, 225-231.

7. Boutahar, M. et Jouini, J. (2007b). Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process. Economics Bulletin. Vol. 3, No. 38, 1-11.

6. Boutahar, M. et Jouini, J. (2007a). Wrong estimation of the number of shifts in structural break models: Theoretical and Numerical Evidence. Economics Bulletin. Vol 3, No. 3, 1-10.

5. Jouini, J. et M. Boutahar (2005). Evidence on Structural Change in U.S. Time Series. Economic Modelling . Vol 22, issue 3, 391-422.

4. Ahamada, I., Boutahar, M. et Jouini, J. (2004). Detecting Multiple Breaks in time series covariance structure: A nonparametric approach based on the evolutionary spectral density. Applied Economics . Vol 36, 1095-1101.

3. Ben Aïssa, M.S., Boutahar, M. et Jouini, J. (2004). The Bai and Perron's and spectral density methods for structural change detection in the US inflation process. Applied Economics Letters . Vol 11, Number 2, 109-115.

2. Jouini, J. et Boutahar, M. (2003). Structural Breaks in the US inflation process : A further investigation. Applied Economics Letters . Vol 10, Issue 13, 985-988.

1. Ahamada, I. et Boutahar, M. (2002). Tests for covariance stationarity and white noise, with application to Euro/US Dollar exchange rate. Economics Letters . 77, 177-186.

SUBMITTED PAPERS



Boutahar, M., Pommeret, D. (2014). Testing for equality between two transformations of random variables. Soumis à Journal of Multivariate Analysis.