Abdelmajid Djennad

London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM)

United Kingdom

Government of the United Kingdom - Statistics, Modelling, and Economics Department

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

421

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Markov-Switching Multifractal Models within GAMLSS

26th International Workshop on Statistical Modelling (IWSM), 2011
Number of pages: 4 Posted: 13 Apr 2011
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM), London Metropolitan University, London Metropolitan University and ABM Analytics Ltd
Downloads 277 (118,454)

Abstract:

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Markov-Switching Multifractal models, GAMLSS; oil returns

2.

Beyond Location and Dispersion Models: The Generalized Structural Time Series Model with Applications

Number of pages: 33 Posted: 13 Mar 2015
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM), London Metropolitan University, London Metropolitan University, ABM Analytics Ltd and Erasmus University Rotterdam (EUR) - Erasmus Medical Center (MC)
Downloads 139 (223,249)
Citation 2

Abstract:

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non-Gaussian parameter-driven time series, fast local estimation algorithm, time-varying skewness, time-varying kurtosis.

3.

Effectiveness of 23-Valent Polysaccharide Pneumococcal Vaccine and Changes in Invasive Pneumococcal Disease Incidence from 2000-2017 in Those Aged 65 and Over in England and Wales

10.1016/j.eclinm.2018.12.007
Number of pages: 27 Posted: 14 Feb 2019
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM), Government of the United Kingdom, Department of Health and Social Care, Public Health England, Immunisation, Hepatitis, and Blood Safety Department, Government of the United Kingdom, Department of Health and Social Care, Public Health England, Respiratory Department, Government of the United Kingdom - Respiratory and Vaccine Preventable Bacterial Reference Unit, Government of the United Kingdom - Respiratory and Vaccine Preventable Bacterial Reference Unit, Government of the United Kingdom, Department of Health and Social Care, Public Health England, Immunisation, Hepatitis, and Blood Safety Department and Public Health England - Statistics, Modelling, and Economics Department
Downloads 5 (657,909)

Abstract:

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pneumococcal polysaccharide vaccine, PPV23, effectiveness, impact, trends, Broome method, indirect cohort method