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Ines Lescheb
Affiliation : University Frères Mentouri Constantine 1
- 11Publications (affiliation in Algeria)
- 13Total publications
- 35Citations
- 3h-index
Research profile
Ines Lescheb has 11 indexed publications (2010–2026). Their work appears mainly in “Monte Carlo Methods and Applications”, “Random Operators and Stochastic Equations” and “Statistics & Probability Letters”. Their most cited article, “Strong consistency and asymptotic normality of least squares estimators for PGARCH and models” (2010), has been cited 11 times. 3 of these publications date from the last three years of activity. Their work is co-authored with at least 5 researchers.
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Create my free profile Add my publicationsResearch areas
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Complex Systems and Time Series Analysis
- Time Series Analysis and Forecasting
- Statistical and numerical algorithms
Publications (11)
- Bilinear Log-GARCH model
- GMM estimation and asymptotic properties in periodic GARCH(1, 1) models
- QMLE for periodic absolute value GARCH models
- On the stationarity and existence of moments of the periodic EGARCH process
- On stationarity of the periodic AGARCH processes
- A note on integrated periodic GARCH processes
- Estimation and Asymptotic Properties in PeriodicGARCH(1, 1) Models
- On general periodic time-varying bilinear processes
- Asymptotic inference for periodic ARCH processes
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and models
- A conditional least squares approach to PGARCH and PARMA–PGARCH time series estimation
Publication venues
- Monte Carlo Methods and Applications × 3
- Random Operators and Stochastic Equations × 3
- Statistics & Probability Letters × 2
- Communication in Statistics- Theory and Methods × 1
- Economics Letters × 1
- Comptes Rendus Mathématique × 1
Publications per year
- 20261
- 20251
- 20241
- 20231
- 20151
- 20141
- 20131
- 20112
- 20102
Collaborations
Partner institutions : University of Biskra · University of Béjaïa · Ecole Nationale Supérieure de Biotechnologie Taoufik Khaznadar · University of Guelma
Co-authors
Bibliographic data from OpenAlex (open database).
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