I.PUBLICATIONS (48 articles)

48. Boutahar, M. and Carenzi. M. (2024). Identifying trend nature in time series using autocorrelation functions and stationarity tests . International Journal of Computational Economics and Econometrics. Vol. 14, Issue 1, pages 1-22


47. Ayari, S. and Boutahar, M. (2021). Nonparametric Estimation of Multivariate Extreme Value Copulas with Known and Unknown Marginal Distributions Journal of Physics: Conf. Ser. 2068 (2021) 012003


46. Boutahar, M., Kchaou I.H and Reboul L. (2020). Estimation of Pickands dependence function of bivariate extremes under mixing conditions Lithunian Mathematical Journal. Vol. 60, pages 129-146


45. Ayari, S. and Boutahar, M. (2017). Multivariate Extreme Value Theory and Application to Environment International Journal of Management and Applied Science. Vol. 3, Issue 3, pages 11-13


44. Boubaker, H., Boutahar, M., and Khalfaoui, R. (2017). Wavelets and estimation of long memory in non stationary models: does anything beat the Exact Local Whittle Estimator? Communications in Statistics - Simulation and Computation. Vol. 46, Issue 2, pages 1189-1218


43. Boutahar, M. and Pommeret, D. (2016). A Test for equality of monotone transformation of two random variables. ESAIM: Probability and Statistics. Vol. 20, pages 510-526


42. Boutahar, M., Khalfaoui, R. and Samhan S.A. (2015). A Time-Scale Analysis of Systematic Risk:Wavelet-Based Approach. Research Inventy : International Journal of Engineering And Science. Vol. 5, Issue 7, pages 01-22

41. Khalfaoui, R, Boutahar, M. and Boubaker, H.(2015). Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis. Energy Economics. Vol. 49, pages. 540-549.


40. Boutahar, M., Ghattas, B., Pommeret, D. (2013). Nonparametric comparison of several transformations of distribution functions. Journal of Nonparametric Statistic . Vol. 25, Issue 3, September 2013, pages 619-633


39. Aloy, M., Boutahar, M., Gente, K. et Péguin-Feissolle, A. (2013). Long-run relationships between international stock prices: further evidence from fractional cointegration tests. Applied Economics. Vol. 45, Issue 7, pp. 817-828, March 2013.

38. Ahamada, I. et Boutahar, M. (2012). Power of the KPSS test against shift in variance: a further investigation. Economics Bulletin. Vol. 32, No.1, 854-865.

37. Raggad, B, et Boutahar, M. (2012). Structural Change in Tail Behavior and the Recent Financial Crises. International Journal of Monetary Economics and Finance. Vol. 5, No 3, 277-298.

36. Boutahar, M. (2012). Testing for Change in Mean of independent multivariate observations with time varying covariance . Journal of Probability and Statistics.

35. Boubaker, H. et Boutahar, M. (2011). A Wavelet-based Approach for Modelling Exchange Rates. Statistical Methods and Applications . Vol. 20, No 2, 201-222.

34. Aloy, M., Boutahar, M., Gente, K. et Péguin-Feissolle, A. (2011). Purchasing power parity and the long memory properties of the real exchange rates: does one size fit all?. Economic Modelling. Vol. 28, No 3, 1279-1290.

33. Belkhouja, M. et Boutahar, M. (2010). Modeling volatility with time-varying FIGARCH model . Economic Modelling. Vol. 28, No 3,1106-1116.

32. Boutahar, M. et Essaadi, E. (2010). A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach. Economics Bulletin. Vol. 30, No.2, 1054-1070.

31. Aloy, M., Boutahar, M., Gente, K. et Péguin-Feissolle, A. (2010a). Fractional integration and cointegration in stock prices and exchange rates. Economics Bulletin. Vol. 30, No.1, 115-129.

30. Boutahar, M. et Jouini, J. (2010). The finite-sample properties of bootstrap tests in multiple structural change models. Economics Bulletin. Vol. 30, No.1, 55-66.

29. Ben Nasr, A., Boutahar, M. Trabelsi, A. (2010). Fractionally Integrated Time Varying GARCH Model . Statistical Methods and Applications. Vol. 19, No 3, 399-430.

28. Boutahar, M. (2010). Behaviour of skewness, kurtosis and normality tests in long memory data . Statistical Methods and Applications. Vol. 19, No 2, 193-215.

27. Boutahar, M., Marimoutou, V. et Nouira, L. (2009). On the effect of the Kolmogorovzurbenko taper. Statistical papers. Vol. 50, 225-248.

26. Belkhouja, M. et Boutahar, M. (2009). Structural change and long memory in the dynamic of US inflation process. Computational Economics. Vol. 34, N. 2, 195-216

25. Boutahar, M. et Gbaguidi, D. (2009). Which Econometric Specification to Characterize the U.S. Inflation Rate Process? Computational Economics.Vol. 34, N.2, 145-172.

24. Boutahar, M., Mootamri, I. et Péguin-Feissolle, A. (2009). A fractionally integrated exponential STAR model applied to the US real effective exchange rate . Economic Modelling. Vol. 26, Issue 2, 333-341.

23. Boutahar, M. (2009). Comparison of non-parametric and semi-parametric tests in detecting long memory . Journal of Applied Statistics. Vol. 36, Issue 9, 945 972.

22. Boutahar, M. (2008). Identification of Persistent Cycles in Non-Gaussian Long Memory Time Series. Journal of Time Series Analysis. Vol. 29, Issue 4, 653-672.

21. Ajmi, A.N. et Boutahar, M. (2008). Chroniques démographiques des naissances: longue mémoire ou changement de régime . Mathématiques et Sciences Humaines. No 81,1, 81-105.

20. Ajmi, A.N., Ben Nasr, A. et Boutahar, M. (2008). Seasonal Nonlinear Long Memory Model for the US Inflation Rates. Computational Economics. Vol. 31, No 3, 243-254.

19. Boutahar, M., Dufrénot, G. et Péguin-Feissolle, A. (2008). A Simple Fractionally Integrated Model with a Time varying Long Memory Parameter d_t. Computational Economics. Vol. 31, No 3, 225-231.

18. Boutahar, M., Marimoutou, V. et Nouira, L. (2007). Estimation methods of the long memory parameter: Monte Carlo analysis and application . Journal of Applied Statistics. Vol. 34, Issue 3, 261-301.

17. Boutahar, M. (2007). Optimal prediction for nonstationary ARFIMA model . Journal of Forecasting. Vol. 26, 95-111.

16. Boutahar, M. et Jouini, J. (2007). Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process. Economics Bulletin. Vol. 3, No. 38, 1-11.

15. Boutahar, M. et Jouini, J. (2007). Wrong estimation of the number of shifts in structural break models: Theoretical and Numerical Evidence. Economics Bulletin. Vol. 3, No. 3, 1-10.

14. Jouini, J. et M. Boutahar (2005). Evidence on Structural change in U.S. Time Series. Economic Modelling . Vol. 22, issue 3, 391-422.

13. Ahamada, I., Boutahar, M. et Jouini, J. (2004). Detecting Multiple Breaks in time series covariance structure: A nonparametric approach based on the evolutionary spectral density. Applied Economics . Vol. 36, 1095-1101.

12. Ben Aïssa, M.S., Boutahar, M. et Jouini, J. (2004). The Bai and Perron's and spectral density methods for structural change detection in the US inflation process. Applied Economics Letters Vol. 11, Number 2, 109-115.

11. Jouini, J. et Boutahar, M. (2003). Structural Breaks in the US inflation process : A further investigation. Applied Economics Letters . Vol. 10, Issue 13, 985-988.

10. Ahamada, I. et Boutahar, M. (2002). Tests for covariance stationarity and white noise, with application to Euro/US Dollar exchange rate. Economics Letters . 77, 177-186.

9. Boutahar, M. (2002). General autoregressive models with long-memory noise. Statistical Inference for Stochastic Processes. Vol. 5, 321-333.

8. Boutahar, M. (2000). Modèles Autorégressifs explosifs avec bruit longue mémoire. Comptes rendus de l'Académie des Sciences. Tome 330 Série I, 889-892.

7. Boutahar, M. et Deniau, CL. (1996). Least Squares Estimator for regression Model with some Deterministic Time Varying Parameters. Metrika. Vol. 43, 57-67.

6. Boutahar, M. et Deniau, CL. (1995). A Proof of Asymptotic Normality for some VARX Models . Metrika. Vol. 42, 331-339.

5. Boutahar, M. et Deniau, CL. (1992b). Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems. Systems and Control Letters. Vol. 19, 157-163.

4. Boutahar, M. et Deniau, CL. (1992a). Distribution limite de l'Estimateur des Moindres Carrés dans un Modèle Autorégressif vectoriel Stable avec Signal Exogène déterministe. Comptes rendus de l'Académie des Sciences .Tome 314 Série I, 301-304.

3. Boutahar, M. (1992). Strong Consistency of least squares estimates in general ARX_d(p,s) system. Stochastics and Stochastics Reports. Vol. 38, 175-183.

2. Boutahar, M. (1991b). Convergence en loi de l'Estimateur des Moindres Carrés dans un Modèle ARX_d(p,s) explosif. Comptes rendus de l'Académie des Sciences. Tome 313 Série I , 619-622.

1. Boutahar, M. (1991a). Distribution asymptotique de l'Estimateur des Moindres Carrés. Cas des Modèles ARX(p,s) Instables. Stochastics and Stochastics Reports. Vol. 37, 105- 126.

II. Pré-publications, Documents de travail, Actes de conférences

14. Boutahar, M. and Reboul (2021). A nonparametric change-point smooth test for dependent sequences .

13. Ait El Mouden Z., Jakimi A., Hajar M., Boutahar M. (2020). Graph Schema Storage in SQL Object-Relational Database and NoSQL Document-Oriented Database: A Comparative Study. In: Serrhini M., Silva C., Aljahdali S. (eds) Innovation in Information Systems and Technologies to Support Learning Research. EMENA-ISTL 2019. Learning and Analytics in Intelligent Systems, vol 7. Springer, Cham.

12.Khalfaoui, R. and Boutahar, M. (2016). A time-scale analysis of systematic risk: wavelet-based approach .

11.Ayari, S., Boutahar, M. and Trabelsi. A. (2014). Nonparametric Estimation of the Dependence Function for a Multivariate Extreme Value Distribution: an Application to the Air Pollution Data in Tunisia. . Proceedings of the 23rd International Business Information Management Association (IBIMA), ISBN: 978-0-9860419-2-1, 13-14 May 2014, Valencia, Spain, p.1553-1563.

10. Khalfaoui, R. and Boutahar, M. (2012). Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis.

9.Khalfaoui, R. and Boutahar, M. (2011). Estimation of the long memory parameter in non stationary models: A Simulation Study.

8. Boutahar, M., Ghattas, B., Pommeret, D. (2011). Nonparametric test for detecting change distribution with panel data.

7. Ahamada, I. and Boutahar, M. (2010). The power of some standard tests of stationarity against changes in the unconditional variance.

6. Ben Nasr, A. and Boutahar, M. (2010). Time varying fractionally integrated model.

5. Belkhouja, M. Mootamri, I. and Boutahar (2008). Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model.

4. Belkhouja, M. and Boutahar (2007). Le changement structurel dans un environnement mémoire longue.

3..Boutahar, M., Mootamri, I. et Péguin-Feissolle, A. (2007). An exponential FISTAR model applied to the US real effective exchange rate.

2.Boutahar, M. et Jouini, J. (2007). A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES

1.Boutahar, M. (2006) Limiting distribution of the least squares estimates in polynomial regression with long memory noises.

III. Ouvrages

1. Boutahar, M. et Carenzi. M. (2019). Méthodes en séries temporelles et applications avec R Editions Ellipses.

IV. Articles soumis

2. Boutahar, M. (2025). A simple test to distinguish between deterministic and stochastic trends in non-stationary time series. Journal of applied statistics.

1. Boutahar, M. and Reboul (2024). A nonparametric change-point smooth test for dependent sequences. Bernouilli