MANUSCRIPTS UNDER REVISION/SUBMITTED
*: former/current PhD Student; **: former/current BS/MS Student
[30] Uniform prediction bands for functional time series with conditional heteroscedasticity.
[29] Market competition and poverty dynamics: Short and long run effects across financial development levels.
(with Stengos, T.) [arxiv]
[27] Modeling the happiness-sustainability nexus via graphical lasso and Quantile-Quantile regression.
(with Stengos, T.). [arxiv]
PAPERS: THEORY & METHODS
monitoring and credit risk.
(with Al-Hamed, O.M.**)
IEEE Access, 2025, 13, 131716-131732. (website)
[25] Functional conditional volatility modeling with missing data: inference and application to energy commodities.
(with Djeniah, A.*, and Bouchentouf, A.A.)
Journal of Mathematics, 2025, 1, 8695947. (website)
[24] Regression estimation for continuous time functional data processes with missing at random response.
(with Laib, N.)
Journal of Nonparametric Statistics, 2025, 37, 1, 1-32. (website)
[23] Joint parametric specification checking of conditional mean and volatility in time series models with martingale
difference innovations.
(with Ghoudi, K. and Laib, N.)
Journal of Nonparametric Statistics, 2023, 35, 1, 88-121. (website)
[22] Uniform limit theorems for a class of conditional Z-estimators when covariates are functions.
(with Bouzebda, S.)
Journal of Multivariate Analysis, 2022, 189, 104872. (website)
[21] Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes.
(with Bouzebda, S. and Didi, S.)
Annals of the Institute of Statistical Mathematics, 2022, 74, 737-771. (website)
[20] Single functional index quantile regression under general dependence structure.
(with Bouchentouf, A.A., Traore, A. and Rabhi, A.)
Journal of Nonparametric Statistics, 2020, 32, 3, 725-755. (website)
[19] Real-time estimation for functional stochastic regression models.
(with Aboubacar, A.)
Journal of Statistical Computation and Simulation, 2020, 90, 9, 1705-1732. (website)
[18] Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response.
(with Laib, N.)
Statistics and Probability Letters, 2019, 154, 2, 161-178. (website)
[17] Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors.
Journal of Multivariate Analysis, 2019, 170, 129-148. (website)
[16] Mean and median based nonparametric estimation of returns in mean-downside risk portfolio frontier.
(with Ben Salah, H., Gannoun, A., De Peretti, C. and Trabelsi, A.)
Annals of Operations Research (S.I.: Financial Economics), 2018, 262, 2, 653-681. (website)
[15] Rate of uniform consistency for a class of mode regression on functional stationary ergodic data.
(with Laib, N. and Louani, D.)
Statistical Methods and Applications, 2017, 26, 1, 19-47. (website)
[14] Nonparametric M-estimation for right censored regression model with stationary ergodic data.
(with Laib, N. and Ould Said, E.)
Statistical Methodology, 2016, 33, 234-255. (website)
[13] Limiting law results for a class of conditional mode estimates for functional stationary ergodic data.
(with Bouzebda, S.,Laib, N.)
Mathematical Methods of Statistics, 2016, 25, 3, 168-195. (website)
[12] Vector-on-function quantile regression for stationary ergodic processes.
(with Laib, N.)
Journal of the Korean Statistical Society, 2015, 44, 2, 161-178. (website)
[11] Randomly censored quantile regression estimation using functional stationary ergodic data.
(with Khardani, S.)
Journal of Nonparametric Statistics, 2015, 21, 1, 65-87. (website)
[10] Clustering-based improvement of nonparametric functional time series forecasting. Application to intraday
household-level curves.
IEEE Transactions on Smart Grid, 2014, 5, 1, 411-419. (website)
[09] Nonparametric multivariate L1-median regression estimation with functional covariates.
(with Laib, N.)
Electronic Journal of Statistics, 2013, 7, 1553-1586. (website)
[08] Using complex surveys to estimate the L1-median of a functional variable: application to electricity load curves.
(with Goga, C.)
International Statistical Review, 2012, 80, 40-59. (website)
[07] Design-Based estimation for geometric quantiles with application to outlier detection.
(with Goga, C.)
Computational Statistics and Data Analysis, 2012, 54, 10, 2214-2229. (website)
[06] Properties of design-based functional principal components analysis.
(with Cardot, H., Goga, C. and Labruere, C.)
Journal of Statistical Planning and Inference, 2010, 140, 75-91. (website)
[05] Conditional and non-conditional geometric quantile estimation (in French).
(with Gannoun, A. and Saracco, J.)
Journal of the French Statistical Society, 2009, 150, 2, 1-27. (website)
PAPERS: APPLICATIONS
[04] On happiness and sustainability comovement - evidence from regularized regression and semiparametric copula model.
(with Katsaiti, M.S.)
Social Indicators Research , 2026, 181, 36. (website)
[03] Probabilistic wind speed forecasting for wind turbines allocation in the power grid.
Energies, 2023, 16, 22, 7615. (website)
[02] Optimal Wind Turbine Design based Wind Potential and Radial Distribution Network Characteristics.
(with Bourhim, F.Z., Ouammi, A., Benchrifa, R.)
IEEE Access, 2023, 11, 2169-3536. (website)
BOOK CHAPTERS
[01] Functional principal components analysis with survey data.
(with Cardot, H., Goga, C. and Labruere, C.)
Functional and Operational Statistics, Dabo-Niang, S. and Ferraty, F. (Eds.), Physica-Verlag, Heidelberg, 2008, 95-102. (website)