Publications scientifiques internationales:

Année 2025

Bandwidth selection in kernel M-estimation of regression function with truncated, censored and dependent data. Hassiba Benseradj and Zohra Guessoum. Communications in Statistics – Simulation and Computation (2025).

Année 2024

Strong convergence of a nonparametric relative error regression estimator under missing data with functional predictors. Adel Boucetta, Zohra Guessoum and Elias Ould Saïd. Journal of the Korean Statistical Society, (2024).
Asymptotic normality of a relative error functional regression estimator under left truncation and right censoring. Adel Boucetta, Zohra Guessoum and Elias Ould Saïd. Communications in Statistics – Theory and Methods (2024).
On the behavior of the Lynden-Bell estimator in widely orthant-dependent model. Mohamed Kaber El Alem, Zohra Guessoum and Abdelkader Tatachak. Communications in Statistics – Theory and Methods . (2024).
Nonparametric estimation of the relative error regression for twice censored and dependent data. Sabrina Benzamouche, Elias Ould Saïd and Ourida Sadki. Communications in Statistics – Theory and Methods (2024).
Intercept-only Model under Non-normality. Bouchafaa Asma, Djeddour-Djaballah Khedidja and Benjrada Mohammed Essalih. Thailand Statistician, (2024).
Statistical analysis of stable distribution. Application in non life insurance. A.Laouar and K.Boukhetal, R. Sabre. Finance: theory and practice. (2024).

Année 2023

Securitization of pandemic risk by using coronabond. Adlane Haffar, Éric Le Fur and Mohamed Khordj. Financial Markets and Portfolio Management, (2023).
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data. Nassima Bayarassou, Farida Hamrani and Elias Ould Saïd. Journal of Non Parametric Statistics, (2023).
Seismic Hazard Parameters in Major Cities of Northern Algeria Using Statistical Tools. Merdasse, M., Hamdache, M., Pelaez, J.A. Jesus Henares and Tarek Medkour. Pure Appl. Geophys., (2023).
Exact higher-order moments for linear non-homogeneous stochastic differential equation, A.C Guidoum K. Boukhetala, International Model Assisted Statistics and Applications (MASA), vol. 18, no. 4, pp. 321-329, (2023)., https://www.iospress.com/catalog/journals/model-assisted-statistics-and-applications
Asymptotic Normality of the Conditional Hazard Rate Function Estimator for Right Censored Data under Association. S. Dhiabi and O. Sadki. Pakistan Journal of Statistics and Operation Research, (2023).
Earthquake Magnitude and Frequency Forecasting in Northeastern Algeria using Time Series Analysis. Mouna Merdasse, Mohamed Hamdache, José A. Peláez, Jesús Henares and Tarek Medkour. Applied Sciences, mdpi.com, (2023).

Année 2022

Time-varying dependence of Bitcoin. Adlane Haffar and Éric Le Fur. The Quarterly Review of Economics and Finance, (2022).
Kernel regression estimation for LTRC and associated data. Siham Bey, Zohra Guessoum et Abdelkader Tatachak. Communications in Statistics Theory and Methods, (2022).
Simulating the behavior of a kernel M-estimator for left-truncated and associated model. Asma Gheliem et Zohra Guessoum. Communications in Statistics Simulation and Computation, (2022).
Asymptotic properties of asymmetric kernel estimators for non-negative and censored data. Sarah Ghettab et Zohra Guessoum. Communications in Statistics Theory and Methods, (2022).
Hazard rate estimation from associated and contaminated data: strong uniform consistency.
Mohammed Es-salih Benjrada and Khedidja Djaballah. Communications in Statistics – Simulation and Computation , (2022).
Deconvolving Cumulative Density from Associated Random Processes. Es-salih Benjrada M. . Thailand Statistician, (2022).
Test for linearity in non-parametric regression models. K. Djaballah-Djeddour and M. Tazerouti. Austrian Journal of Statistics, (2022).
Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach. Adlane Haffar and Éric Le Fur. Journal of Asset Management, (2022).

Année 2021

Structural vector error correction modelling of Bitcoin price. Adlane Haffar and Éric Le Fur. The Quarterly Review of Economics and Finance, (2021).
Kernel conditional density and mode estimation for psi-weakly dependent observations. Rih Soumia et Abdelkader Tatachak. Communications in Statistics Theory and Methods, (2021).

Année 2020

Penalised quantile periodogram for spectral estimation. A. Meziani, T. Medkour, K. Djouani. Journal of Statistical Planning and Inference, (2020).
Testing discrete-valued time series for whiteness. H. Brairi and T. Medkour. Journal of Statistical Planning and Inference, (2020).
Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition. Benseradj Hassiba et Guessoum Zohra. Communications in Statistics Theory and Methods, (2020).
Asymptotic Results for Truncated-censored and Associated Data. Guessoum Zohra et Tatachak Abdelkader. Sankhya B, (2020).
Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc. Guidoum, A. C., and Boukhetala, K. Journal of Statistical Software, 96(2) (2020).
A closed-form approximation for pricing geometric Istanbul options . M.Kacef , K.Boukhetala. International Journal of Revenue Management Vol.11 No.4 . (2020).

Année 2019

A Lasso quantile periodogram based feature extraction for EEG-based motor imagery. A. Meziani, K. Djouani, T. Medkour and A. Chibani . Journal of Neuroscience Methods, (2019).
Some properties of a kernel conditional quantile estimator for associated data. Adjoudj Latifa et Tatachak Abdelkader. Biostatistics and Health Sciences’ (BHS), (2019).
Strong uniform consistency of a kernel conditional quantile estimator for censored and associated data. W. Djelladj and A. Tatachak. HJMS (2019).
Quasi-maximum likelihood estimation of GARCH with student distributed noise. Khedidja Djaballah and Kerar Lynda. Communication in Statistics- Simulation and Computation, (2019).

Année 2018

Conditional Quantile Estimation for Truncated and Associated Data. L. Adjoudj and A. Tatachak. Communication in Statistics Theory and Methods (2018).
On kernel hazard rate function estimate for associated and left truncated data. Z. Guessoum and A. Tatachak. RevStat. (2018).
A note on estimating the conditional expectation under censoring and association: strong uniform consistency. N. Menni and A. Tatachak Stat. Pap. (2018).

Année 2017

Asymptotic properties of the kernel mode estimator under twice censorship model. Z. Guessoum, M. A. Mansouri and E. Ould Said. Communication in Statistics Theory and Methods (2017).
Convergence Rate of the Kernel Regression Estimator for Associated and Truncated Data. Z. Guessoum and F. Hamrani. Journal of Non Parametric Statistics (2017).
Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes. Jean-Marc Bardet, Yakoub Boularouk and Khedidja Djaballah. Electronic Journal of Statistics, (2017).

Année 2016

On kernel density and mode estimates for associated and censored data. Y. Ferrani, E. Ould Said and A. Tatachak. Communication in Statistics Theory and Methods (2016).
Bayesian estimation of the tail index of a heavy tailed distribution under random censoring. Abdelkader Ameraoui, Kamal Boukhetala and Jean-FrançoisDupuy . Computational Statistics & Data Analysis, (2016).

Année 2015

A kernel mode estimate under random left truncation and time series model: asymptotic normality. O. Benrabah, E. Ould Saïd and A. Tatachak. Stat. Pap. (2015).

Année 2014

Non symmetric kernel regression estimators for censored data: application to beta kernel . Z. Guessoum, S. Ghettab. New Perspectives on Stochastic Modeling and Data Analysis , 137-146, (2014).

Année 2013

Application of Threshold Autoregressive Model: Modeling and Forecasting Using U.S. Export Crude Oil Data. Djeddour K, Boularouk Y. American Journal of Oil and Chemical Technologies, issue 9, (2013).
A nonparametric mode estimate under LTRC model and dependent data. Y. Chaib, H. Boutabia and O. Sadki. South African Statistical Journal, (2013).

Année 2012

A note on the Lynden-Bell estimator under association. Z. Guessoum, E. Ould Said, O. Sadki, A. Tatachak. Statistics and Probability Letters 82, 1994-2000, (2012).
Central limit theorem for the kernel estimator of the regression function for
censored time series. Z. Guessoum, E. Ould Said. Journal of NonParametric Statistics. (2012).

Année 2011

Asymptotic normality for a smooth kernel estimator of the conditional quantile for censored time series. Elias Ould Saïd, Ourida Sadki. South African Statistical Journal 45(1):65-98. (2011).

Année 2010

Kernel regression uniform rate estimation for censored data under alpha-mixing
condition. Z. Guessoum, E. Ould Said. Electronic Journal of Statistics. Vol 4, (2010).

Année 2009

Graphical modelling for brain connectivity via partial coherence. T Medkour, AT Walden, A Burgess . Journal of neuroscience methods, (2009).
On the nonparametric estimation of the simple model under random left-truncation model. Ould Said E. and Tatachak A. Revue roumaine de mathématiques pures et appliquées. Tome Liv, N° 3, (2009).
Strong consistency rate for the kernel mode estimator under strong mixing hypothesis and left truncation.Ould Said E, Tatachak A. Communications in Statistics-Theory and Methods, (2009).

Année 2008

On the Recursive Estimation of the Location and of the Size of the Mode of a Probability Density. Djeddour-Djaballah, Khédidja; Mokkadem, Abdelkader; Pelletier, Mariane. Serdica Mathematical Journal (2008).
Prediction via the conditional quantile for right censorship model. Elias Ould Saïd and Ourida Sadki. Far East Journal of Theoretical Statistics 25(2), (2008).
On nonparametric estimation of the regression function under random censorship
model. Z. Guessoum, E. Ould Said. Statistic & Decision 26, 159-177, (2008).

Année 2007

Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model. Ould-Said E. and Tatachak A C.R.Acad.Sci.Paris, Elsevier, (2007).

Année 2006

A model of optimum algorithm tariff in vehicle fleet insurance. Boukhetala K, Belhia F, Salmi R COMPSTAT, (2006)