College of Business and Economics

Recent Talks

• Ghoudi, K. (2023). Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations. SSC Annual meeting, Ottawa, May 30, 2023.
• Ghoudi, K. (2023). Specification tests for time series models. American University of Sharjah, May 6, 2023.
• Ghoudi, K. (2023). Change point detection in heteroscedastic time series with martingale difference innovations. United Arab Emirates University, March 8, 2023.
• Ghoudi, K. (2018). Khmaladze transform and Randomness tests. Applied Statistics, Ribno, Slovenia.
• Ghoudi K. (2020). Checking parametric specification of volatility in time series Models with martingale difference innovations. The Third International Conference on Mathematics and Statistics AUS-ICMS ‘20 February 6-9, 2020.
• Ghoudi, K. (2018). Conditional homoscedasticity test in time series with dependent innovations. Invited presentation at GERAD, HEC Montreal, Montreal, Canada.
• Ghoudi, K. (2018). Conditional homoscedasticity test in time series with dependent innovations. Invited presentation at Sherbrooke University, Sherbrroke, Canada.
• Ghoudi, K. (2018). On Randomness Tests. Invited presentation at University Claude Bernard, Lyon, France.
• Ghoudi, K. (2017). On resampling of tests based on empirical copula. 61st ISI World Statistics Congress, Marrakech, Morocco.
• Ghoudi, K. (2017). Goodness of-fit and randomness tests for stochastic volatility models. 61st ISI World Statistics Congress, Marrakech, Morocco.
• Ghoudi, K. (2016, March). Empirical processes and their applications in model testing. Invited presentation at King Abdullah University of Science and Technology, Thuwl, Saudi Arabia.
• Ghoudi, K. (2015). Empirical processes based on residuals and their applications. ICAAM 2015, December 21-24, 2015, Hammamet, Tunisia.