CEPEL

Farid BOUSSAMA

Career History

  • Member of CEPEL since 2013; Certified Teacher of Mathematics (1998), then Associate Professor of Mathematics (2013)

Degrees

  • ENSAE-CGSA Engineer – Certified Teacher of 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 outreach

Administrative Responsibilities

  • Director of the IT and Multimedia Resources Department.
  • Board member and Secretary of the UVED Foundation.
  • C2I Correspondent – Sustainable Environment and Land Use Planning Professions.

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.
  • Project Coordinator for the “Environmental Information” Project – Virtual University of Environment and Sustainable Development.
  • Project Coordinator for “Introduction to Environmental Law” – 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, Pages 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