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1

MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS

ES-SEBAIY, KHALIFA, TUDOR, CIPRIAN A.

Journal:

Stochastics and Dynamics

Year:

2007

Language:

english

File:

PDF, 299 KB

english, 2007

2

Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case

Alazemi, Fares, Alsenafi, Abdulaziz, Es-Sebaiy, Khalifa

Journal:

Stochastics and Dynamics

Year:

2019

File:

PDF, 283 KB

2019

3

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

El Machkouri, Mohamed, Es-Sebaiy, Khalifa, Ouknine, Youssef

Journal:

Journal of the Korean Statistical Society

Year:

2015

Language:

english

File:

PDF, 415 KB

english, 2015

4

Parameter estimation for discretely observed non-ergodic fractional Ornstein–Uhlenbeck processes of the second kind

El Onsy, Brahim, Es-Sebaiy, Khalifa, Ndiaye, Djibril

Journal:

Brazilian Journal of Probability and Statistics

Year:

2018

Language:

english

File:

PDF, 148 KB

english, 2018

5

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

Balde, Maoudo Faramba, Es-Sebaiy, Khalifa, Tudor, Ciprian A.

Journal:

Applied Mathematics & Optimization

Year:

2018

Language:

english

File:

PDF, 575 KB

english, 2018

6

Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case

Alazemi, Fares, Alsenafi, Abdulaziz, Es-Sebaiy, Khalifa

Journal:

Stochastics and Dynamics

Year:

2019

Language:

english

File:

PDF, 283 KB

english, 2019

7

Parametrizations, weights, and optimal prediction

Dermoune, Azzouz, Es-Sebaiy, Khalifa, Es.Sebaiy, Mohammed, Moustaaid, Jabrane

Journal:

Communication in Statistics- Theory and Methods

Year:

2019

File:

PDF, 2.05 MB

2019

8

Corrigendum to “Berry–Esseen bounds for the least squares estimator for discretely observed fractional Ornstein–Uhlenbeck processes [Statist. Probab. Lett. 83 (10) (2013) 2372–2385]

Es-Sebaiy, Khalifa

Journal:

Statistics & Probability Letters

Year:

2013

Language:

english

File:

PDF, 290 KB

english, 2013

9

Approximation of the finite dimensional distributions of multiple fractional integrals

Xavier Bardina, Khalifa Es-Sebaiy, Ciprian A. Tudor

Journal:

Journal of Mathematical Analysis and Applications

Year:

2010

Language:

english

File:

PDF, 317 KB

english, 2010

10

Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion

Aazizi, Soufiane, Es-Sebaiy, Khalifa

Journal:

Random Operators and Stochastic Equations

Year:

2016

Language:

english

File:

PDF, 720 KB

english, 2016

11

AR(1) processes driven by second-chaos white noise: Berry-EssÃ©en bounds for quadratic variation and parameter estimation

Douissi, Soukaina, Es-Sebaiy, Khalifa, Alshahrani, Fatimah, Viens, Frederi G.

Journal:

Stochastic Processes and their Applications

Year:

2020

Language:

english

File:

PDF, 1.13 MB

english, 2020

12

How rich is the class of processes which are infinitely divisible with respect to time?

Khalifa Es-sebaiy, Youssef Ouknine

Journal:

Statistics & Probability Letters

Year:

2008

Language:

english

File:

PDF, 196 KB

english, 2008

13

On local linear regression for strongly mixing random fields

El Machkouri, Mohamed, Es-Sebaiy, Khalifa, Ouassou, Idir

Journal:

Journal of Multivariate Analysis

Year:

2017

Language:

english

File:

PDF, 472 KB

english, 2017

14

Mutual information for stochastic differential equations driven by fractional Brownian motion

Es-Sebaiy, Khalifa, Ouknine, Youssef

Journal:

Random Operators and Stochastic Equations

Year:

2010

Language:

english

File:

PDF, 206 KB

english, 2010

15

Efficient and superefficient estimators of filtered Poisson process intensities

Alazemi, Fares, Es-Sebaiy, Khalifa, Ouknine, Youssef

Journal:

Communication in Statistics- Theory and Methods

Year:

2018

Language:

english

File:

PDF, 613 KB

english, 2018

16

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

Es-Sebaiy, Khalifa

Journal:

Statistics & Probability Letters

Year:

2013

Language:

english

File:

PDF, 421 KB

english, 2013

17

FRACTIONAL ORNSTEIN–UHLENBECK PROCESSES MIXED WITH A GAMMA DISTRIBUTION

ES-SEBAIY, KHALIFA, TUDOR, CIPRIAN A.

Journal:

Year:

2015

Language:

english

File:

PDF, 191 KB

english, 2015

18

Estimation of the drift of fractional Brownian motion

Khalifa Es-Sebaiy, Idir Ouassou, Youssef Ouknine

Journal:

Statistics & Probability Letters

Year:

2009

Language:

english

File:

PDF, 422 KB

english, 2009

19

ALLOWANCES TO NURSES IN TRAINING

Es-Sebaiy, Khalifa

Journal:

Year:

1945

Language:

english

File:

PDF, 242 KB

english, 1945

20

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

Bajja, Salwa, Es-Sebaiy, Khalifa, Viitasaari, Lauri

Journal:

Journal of the Korean Statistical Society

Year:

2017

Language:

english

File:

PDF, 413 KB

english, 2017

21

Volatility estimation in fractional Ornstein-Uhlenbeck models

Bajja, Salwa, Es-Sebaiy, Khalifa, Viitasaari, Lauri

Journal:

Stochastic Models

Year:

2019

File:

PDF, 1.48 MB

2019

22

Optimal Berry-EssÃ©en bound for maximum likelihood estimation of the drift parameter in $$\alpha $$-Brownian bridge

Es-Sebaiy, Khalifa, Moustaaid, Jabrane

Journal:

Journal of the Korean Statistical Society

Year:

2020

File:

PDF, 1.22 MB

2020

23

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

Douissi, Soukaina, Es-Sebaiy, Khalifa, Moussaten, Soufiane

Journal:

Acta Mathematica Scientia

Year:

2020

File:

PDF, 309 KB

2020

24

Occupation densities for certain processes related to fractional Brownian motion

Es-Sebaiy, Khalifa, Nualart, David, Ouknine, Youssef, Tudor, Ciprian A.

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2010

Language:

english

File:

PDF, 182 KB

english, 2010

25

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

Es-Sebaiy, Khalifa, Es.Sebaiy, Mohammed

Journal:

Statistical Methods & Applications

Year:

2020

File:

PDF, 1.49 MB

2020

26

Optimal rates for parameter estimation of stationary Gaussian processes

Es-Sebaiy, Khalifa, Viens, Frederi G.

Journal:

Stochastic Processes and their Applications

Year:

2018

Language:

english

File:

PDF, 543 KB

english, 2018

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