A. Ahmad
Finance · with Francq · 2016
A researcher in the Science corpus: 1 paper; trusts 20 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it
- Statistics and Probability — 17 citations into it
- Economics and Econometrics — 13 citations into it
Whom A. Ahmad trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Fukang Zhu
- Christian Francq
- Donald W. K. Andrews
- Dag Tjøstheim
- Jean-Michel Zakoian
- Richard A. Davis
- Xanthi Pedeli
- E. Gonçalves
- Gary K. Grunwald
- Konstantinos Fokianos
Papers from A. Ahmad's perspective
Ordered by how strongly the researchers A. Ahmad trusts endorse each paper. Same corpus, a different order for every researcher.
- Integer‐Valued GARCH Process
- Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts
- Absolute regularity and ergodicity of Poisson count processes
- A negative binomial integer‐valued GARCH model
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- GARCH Models
- Generalized Method of Moments Estimation When a Parameter Is on a Boundary
Their papers
- Poisson QMLE of Count Time Series Models (2016) — 106 citations