Mustapha Rachdi

full professor

Université Grenoble Alpes

France

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Mustapha Rachdi is a full professor at Université Grenoble Alpes in France. His research primarily focuses on advanced statistical methodologies, particularly in the areas of functional time series, risk management, and regression modeling. Recent publications highlight his work on dynamic value at risk estimation and expectile regression, contributing to the fields of finance and high-dimensional statistics.

Articles (15)

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2025

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2025

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2024

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2024

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2024

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2023

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2022

Collaborators (1)

Ibrahim Mufrah Almanjahie

SAUDI ARABIA

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Mustapha Rachdi

Research Interests

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Articles (15)

Dynamic Value at Risk Estimation in Multi-Functional Volterra Time-Series Model (MFVTSM)

Multifunctional Expectile Regression Estimation in Volterra Time Series: Application to Financial Risk Management

Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series

Cross-Validated Functional Generalized Partially Linear Single-Functional Index Model

Asymptotic normality of the local linear estimator of the functional expectile regression

The scalar-on-function modal regression for functional time series data

Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics

Non parametric estimations of the conditional density and mode when the regressor and the response are curves

On compact explicit formulas of the partial fraction decomposition and applications

Scalar-on-Function Relative Error Regression for Weak Dependent Case

Consistency results of the M‐regression function estimator for stationary continuous‐time and ergodic data

Nonparametric Estimation of the Expected Shortfall Regression for Quasi-Associated Functional Data

Functional Ergodic Time Series Analysis Using Expectile Regression

High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model

Expectile regression for spatial functional data analysis (sFDA)

Collaborators (1)

Ibrahim Mufrah Almanjahie

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