Search Results - "Khalifa Es-Sebaiy" :: K.UTB vyhledávací portál

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Gaussian and hermite Ornstein-Uhlenbeck processes

by Es-Sebaiy, Khalifa
Published in Stochastic analysis and applications (04.03.2023)

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Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes

by El Machkouri, Mohamed, Es-Sebaiy, Khalifa, Ouknine, Youssef
Published in Journal of the Korean Statistical Society (01.09.2016)

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Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind

by Belfadli, Rachid, Es-Sebaiy, Khalifa, Farah, Fatima-Ezzahra
Published in Journal of theoretical probability (2024)

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Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency

by Es-Sebaiy, Khalifa, Alazemi, Fares, Al-Foraih, Mishari
Published in Journal of inequalities and applications (26.04.2023)

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$Volatility estimation in fractional Ornstein-Uhlenbeck models$

Volatility estimation in fractional Ornstein-Uhlenbeck models

by Bajja, Salwa, Es-Sebaiy, Khalifa, Viitasaari, Lauri
Published in Stochastic models (02.01.2020)

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Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model

by Es-Sebaiy, Khalifa, Es.Sebaiy, Mohammed
Published in Statistical methods & applications (01.06.2021)

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$Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean$

Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean

by Bajja, Salwa, Es-Sebaiy, Khalifa, Viitasaari, Lauri
Published in Journal of the Korean Statistical Society (01.12.2017)

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$Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process with periodic mean$

Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process with periodic mean

by Belfadli, Rachid, Es-Sebaiy, Khalifa, Farah, Fatima-Ezzahra
Published in Metrika (01.10.2022)

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Parametrizations, weights, and optimal prediction

by Dermoune, Azzouz, Es-Sebaiy, Khalifa, Es.Sebaiy, Mohammed, Moustaaid, Jabrane
Published in Communications in statistics. Theory and methods (16.02.2021)

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Ergodicity and Drift Parameter Estimation for Infinite-Dimensional Fractional Ornstein–Uhlenbeck Process of the Second Kind

by Balde, Maoudo Faramba, Es-Sebaiy, Khalifa, Tudor, Ciprian A.
Published in Applied mathematics & optimization (01.06.2020)

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Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation

by Es-Sebaiy, Khalifa, Al-Foraih, Mishari, Alazemi, Fares
Published in Fractal and fractional (01.12.2021)

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$Convergence rate of CLT for the drift estimation of sub-fractional Ornstein–Uhlenbeck process of second kind$

Convergence rate of CLT for the drift estimation of sub-fractional Ornstein–Uhlenbeck process of second kind

by Baldé, Maoudo Faramba, Es-Sebaiy, Khalifa
Published in Modern Stochastics: Theory and Applications (01.09.2021)

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$Statistical inference for nonergodic weighted fractional Vasicek models$

Statistical inference for nonergodic weighted fractional Vasicek models

by Es-Sebaiy, Khalifa, Al-Foraih, Mishari, Alazemi, Fares
Published in Modern Stochastics: Theory and Applications (01.03.2021)

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$Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters$

Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters

by Alsenafi, Abdulaziz, Al-Foraih, Mishari, Es-Sebaiy, Khalifa
Published in AIMS mathematics (01.01.2021)

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Asymptotics of the Cross-Variation of Young Integrals with Respect to a General Self-Similar Gaussian Process

by Douissi, Soukaina, Es-Sebaiy, Khalifa, Moussaten, Soufiane
Published in Acta mathematica scientia (01.11.2020)

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New Kolmogorov bounds in the CLT for random ratios and applications

by Es-Sebaiy, Khalifa, Alazemi, Fares
Published in Chaos, solitons and fractals (01.04.2024)

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Optimal rates for parameter estimation of stationary Gaussian processes

by Es-Sebaiy, Khalifa, Viens, Frederi G.
Published in Stochastic processes and their applications (01.09.2019)

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$Berry–Esséen bounds for the least squares estimator for discretely observed fractional Ornstein–Uhlenbeck processes$

Berry–Esséen bounds for the least squares estimator for discretely observed fractional Ornstein–Uhlenbeck processes

by Es-Sebaiy, Khalifa
Published in Statistics & probability letters (01.10.2013)

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Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in α-Brownian bridge

by Es-Sebaiy, Khalifa, Moustaaid, Jabrane
Published in Journal of the Korean Statistical Society (01.06.2021)

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Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in -Brownian bridge

by Es-Sebaiy Khalifa, Jabrane Moustaaid
Published in Journal of the Korean Statistical Society (01.06.2021)

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