Prof. Dr. Ahmed Ghezal | Difference Equations | Research Excellence Award

Researcher | Abdelhafid Boussouf University of Mila | Algeria

Prof. Dr. Ahmed Ghezal is a highly accomplished researcher in mathematical statistics, stochastic processes, and difference equations, widely recognized for his meaningful contributions to nonlinear time series modeling and Markov-switching frameworks. His work bridges theoretical rigor with applied mathematical modeling, focusing on the probabilistic properties, asymptotic inference, and stability analysis of advanced stochastic systems. With a research output that spans influential studies on bilinear, threshold, GARCH-type, and fuzzy difference equations, he has significantly advanced the understanding of periodicity, regime switching, and nonlinear dynamics in statistical models. His scholarly impact is evidenced through strong citation metrics across global indexing platforms, including Scopus with 342 citations from 93 documents and an h-index of 13, and Google Scholar with 304 citations, an h-index of 10, and an i10-index of 10. His Web of Science metrics further highlight his influence, with 214 citations, 41 publications, and an h-index of 10, reflecting consistent contributions to high-quality mathematical and statistical journals. His research excellence is marked by rigorous analytical methods, strong theoretical proofs, and innovative extensions to existing models, making his work foundational for scholars exploring nonlinear dynamics and complex stochastic structures. Given his impactful publication record, strong citation profile, and substantial contributions to statistical theory and difference equations, Prof. Ghezal demonstrates outstanding suitability for the Research Excellence Award, representing a researcher whose contributions continue to shape contemporary developments in mathematical modeling and stochastic analysis.

Profile

Scopus | Google Scholar

Featured Publications

Bibi, A., & Ghezal, A. (2018). Markov-switching bilinear−GARCH models: Structure and estimation. Communications in Statistics – Theory and Methods, 47(2), 307–323. (Cited 21)

Bibi, A., & Ghezal, A. (2015). On the Markov-switching bilinear processes: Stationarity, higher-order moments and beta-mixing. Stochastics, 87(6), 889–912. (Cited 21)

Ghezal, A. (2023). Note on a rational system of 4k+4-order difference equations: Periodic solution and convergence. Journal of Applied Mathematics and Computing, 69(2), 2207–2215. (Cited 20)

Ghezal, A. (2021). QMLE for periodic time-varying asymmetric GARCH models. Communications in Mathematics and Statistics, 9(3), 273–297. (Cited 16)

Ghezal, A. (2024). Spectral representation of Markov-switching bilinear processes. São Paulo Journal of Mathematical Sciences, 18(1), 459–479. (Cited 15)