CEPEL

Farid BOUSSAMA

Career History

  • Member of CEPEL since 2013; Agrégé in Mathematics (1998), then Assistant Professor of Mathematics (2013)

Degrees

  • ENSAE-CGSA Engineer – Agrégation in Mathematics – PhD Mathematics

Coordination of or participation in research projects

  • Participation in the IEHDN “Economic Intelligence” Research Project
  • Participation in the “European Telematic Administrative Procedure” project, University of Cagliari – Italy (G. Duni)
  • Participation in the PAECE Project
  • Participation in the ImagiWeb Project

Administrative Responsibilities, Research, and Commercialization

Administrative Responsibilities

  • Director of the Department of Information Technology and Multimedia Resources.
  • Board Member and Secretary of the UVED Foundation.
  • C2I Correspondent – Careers in Environmental Protection and Sustainable Development.

Academic Responsibilities

  • Organization of Seminars on the Implementation of IT Certification – Montpellier 2012.
  • Participation in the DGSIP Seminar – University of Le Mans, 2009 – Sharing of Digital Resources.
  • Coordination of the “Environmental Information” Project – Virtual University for Environment and Sustainable Development.
  • Coordination of the “Introduction to Environmental Law” project – Virtual University of Environment and Sustainable Development.
  • Reviewer for the following scientific journals: *Comptes Rendus de l’Académie des Sciences de Paris* and *Econometrica – Journal of the Econometric Society – New York*

Education

  • Computer Science: School of Law and Political Science – University of Montpellier
  • Statistics: School of Safety, Environment, and Quality – Faculty of Law and Political Science – University of Montpellier and IFOCAS/IRTS of Languedoc

Interactions with the Environment

  • Organization of Seminars on the Implementation of IT Certification – Montpellier 2012.
  • Participation in the DGSIP Seminar – University of Le Mans, 2009 – Sharing of Digital Resources.

The 5 Most Representative Articles

  • BOUSSAMA, Farid, “Asymptotic Theory of Multivariate Periodic GARCH Models,” with H. Guerbyenne and K. A. Serier—Submittedto *Econometric Theory*in November 2014
    , “Stationarity and Geometric Ergodicity of the BEKK Multivariate GARCH Model.” With F. Fuchs and R. Stelzer, *Stochastic Processes and their Applications*.Volume 121, Issue 10, October 2011, pp. 2331–2360.
  • BOUSSAMA, Farid, “Recurrence Conditions for Markov Chains with Values in an Algebraic Variety.”Proceedings of the French Mathematical Society Conference, Spatial Models, Lille 2006 – Conference Proceedings.
  • BOUSSAMA, Farid, “Ergodicity of Markov chains with values in an algebraic variety. Application to multivariate GARCH models,”*Comptes Rendus Mathématiques*, Volume 343, Issue 4, August 15, 2006, pp. 275–278.
  • BOUSSAMA, Farid, “Asymptotic Normality of the Pseudo-Maximum Likelihood Estimator for a GARCH Model,” Comptes Rendus de l’Académie des Sciences—Series I—Mathematics, Volume 331, Issue 1, July 1, 2000, pp. 81–84