Mohamed Boutahar

Publication Activity (10 Years)

Years Active: 2010-2017
Publications (10 Years): 2

Top Topics

Fractional Brownian Motion

Multiresolution

Extreme Value Theory

Top Venues

Commun. Stat. Simul. Comput.

Publications

Heni Boubaker, Mohamed Boutahar, R. Khalfaoui
Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator? Commun. Stat. Simul. Comput. 46 (2) (2017)
Samia Ayari, Mohamed Boutahar
Extreme Value Theory for Univariate Stationary Processes. GSCIT (2016)
Heni Boubaker, Mohamed Boutahar
A wavelet-based approach for modelling exchange rates. Stat. Methods Appl. 20 (2) (2011)
Adnen Ben Nasr, Mohamed Boutahar, Abdelwahed Trabelsi
Fractionally integrated time varying GARCH model. Stat. Methods Appl. 19 (3) (2010)
Mohamed Boutahar
Behaviour of skewness, kurtosis and normality tests in long memory data. Stat. Methods Appl. 19 (2) (2010)