Balde, Maoudo Faramba; Belfadli, Rachid; Es-Sebaiy, Khalifa Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes. (English) Zbl 07740132 Stoch. Dyn. 23, No. 4, Article ID 2350029, 17 p. (2023). MSC: 60G15 60G22 62F12 62M09 60H07 PDFBibTeX XMLCite \textit{M. F. Balde} et al., Stoch. Dyn. 23, No. 4, Article ID 2350029, 17 p. (2023; Zbl 07740132) Full Text: DOI
Es-Sebaiy, Khalifa Gaussian and Hermite Ornstein-Uhlenbeck processes. (English) Zbl 1515.60184 Stochastic Anal. Appl. 41, No. 2, 394-423 (2023). MSC: 60H10 60G15 60G10 60G22 PDFBibTeX XMLCite \textit{K. Es-Sebaiy}, Stochastic Anal. Appl. 41, No. 2, 394--423 (2023; Zbl 1515.60184) Full Text: DOI arXiv
Belfadli, Rachid; Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 1502.60039 Metrika 85, No. 7, 885-911 (2022). MSC: 60G15 60G22 62F12 62M09 62M86 PDFBibTeX XMLCite \textit{R. Belfadli} et al., Metrika 85, No. 7, 885--911 (2022; Zbl 1502.60039) Full Text: DOI arXiv
Alsenafi, Abdulaziz; Al-Foraih, Mishari; Es-Sebaiy, Khalifa Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters. (English) Zbl 07533454 AIMS Math. 6, No. 11, 12780-12794 (2021). MSC: 62F12 60G22 60H05 PDFBibTeX XMLCite \textit{A. Alsenafi} et al., AIMS Math. 6, No. 11, 12780--12794 (2021; Zbl 07533454) Full Text: DOI arXiv
Baldé, Maoudo Faramba; Es-Sebaiy, Khalifa Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 1515.62080 Mod. Stoch., Theory Appl. 8, No. 3, 329-347 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M09 60G15 60G22 60H07 62F12 PDFBibTeX XMLCite \textit{M. F. Baldé} and \textit{K. Es-Sebaiy}, Mod. Stoch., Theory Appl. 8, No. 3, 329--347 (2021; Zbl 1515.62080) Full Text: DOI
Es-Sebaiy, Khalifa; Al-Foraih, Mishari; Alazemi, Fares Statistical inference for nonergodic weighted fractional Vasicek models. (English) Zbl 1489.60059 Mod. Stoch., Theory Appl. 8, No. 3, 291-307 (2021). MSC: 60G22 60H10 62M09 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} et al., Mod. Stoch., Theory Appl. 8, No. 3, 291--307 (2021; Zbl 1489.60059) Full Text: DOI
Es-Sebaiy, Khalifa; Es. Sebaiy, Mohammed Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model. (English) Zbl 1480.62051 Stat. Methods Appl. 30, No. 2, 409-436 (2021). MSC: 62F12 60G15 60G22 62M09 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{M. Es. Sebaiy}, Stat. Methods Appl. 30, No. 2, 409--436 (2021; Zbl 1480.62051) Full Text: DOI arXiv
Douissi, Soukaina; Es-Sebaiy, Khalifa; Moussaten, Soufiane Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process. (English) Zbl 1499.60120 Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1941-1960 (2020). MSC: 60G18 60H07 60G15 60G22 PDFBibTeX XMLCite \textit{S. Douissi} et al., Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1941--1960 (2020; Zbl 1499.60120) Full Text: DOI
Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra; Hilbert, Astrid Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. (English) Zbl 1472.60069 Probab. Math. Stat. 40, No. 2, 269-295 (2020). MSC: 60G22 60G15 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} et al., Probab. Math. Stat. 40, No. 2, 269--295 (2020; Zbl 1472.60069)
Balde, Maoudo Faramba; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind. (English) Zbl 1441.60042 Appl. Math. Optim. 81, No. 3, 785-814 (2020). MSC: 60H15 60H07 60G35 PDFBibTeX XMLCite \textit{M. F. Balde} et al., Appl. Math. Optim. 81, No. 3, 785--814 (2020; Zbl 1441.60042) Full Text: DOI
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri Volatility estimation in fractional Ornstein-Uhlenbeck models. (English) Zbl 1437.60023 Stoch. Models 36, No. 1, 94-111 (2020). MSC: 60G22 62M05 PDFBibTeX XMLCite \textit{S. Bajja} et al., Stoch. Models 36, No. 1, 94--111 (2020; Zbl 1437.60023) Full Text: DOI arXiv
Alazemi, Fares; Alsenafi, Abdulaziz; Es-Sebaiy, Khalifa Parameter estimation for Gaussian mean-reverting Ornstein-Uhlenbeck processes of the second kind: non-ergodic case. (English) Zbl 1462.60042 Stoch. Dyn. 20, No. 2, Article ID 2050011, 25 p. (2020). MSC: 60G15 60G22 62F12 62M09 PDFBibTeX XMLCite \textit{F. Alazemi} et al., Stoch. Dyn. 20, No. 2, Article ID 2050011, 25 p. (2020; Zbl 1462.60042) Full Text: DOI
Douissi, Soukaina; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution. (English) Zbl 1449.60033 Publ. Math. Debr. 96, No. 1-2, 23-44 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{S. Douissi} et al., Publ. Math. Debr. 96, No. 1--2, 23--44 (2020; Zbl 1449.60033) Full Text: DOI
Es-Sebaiy, Khalifa; Alazemi, Fares; Al-Foraih, Mishari Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes. (English) Zbl 1499.62286 Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 4, 989-1002 (2019). MSC: 62M05 60G22 62F12 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} et al., Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 4, 989--1002 (2019; Zbl 1499.62286) Full Text: DOI
Alazemi, Fares; Douissi, Soukaina; Es-Sebaiy, Khalifa Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process. (English) Zbl 1449.60078 Theory Stoch. Process. 24, No. 1, 6-18 (2019). MSC: 60G22 60G15 62F12 62M09 62M86 PDFBibTeX XMLCite \textit{F. Alazemi} et al., Theory Stoch. Process. 24, No. 1, 6--18 (2019; Zbl 1449.60078) Full Text: Link
Alazemi, F.; Douissi, S.; Es-Sebaiy, Kh. Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations. (English. Russian original). (English) Zbl 1441.62066 Theory Probab. Appl. 64, No. 3, 401-420 (2019) and Teor. Veroyatn. Primen. 64, No. 3, 502-525 (2019). Reviewer: Catalin Stoean (Craiova) MSC: 62F03 62F10 60F05 60G22 PDFBibTeX XMLCite \textit{F. Alazemi} et al., Theory Probab. Appl. 64, No. 3, 401--420 (2019; Zbl 1441.62066) Full Text: DOI
Es-Sebaiy, Khalifa; Viens, Frederi G. Optimal rates for parameter estimation of stationary Gaussian processes. (English) Zbl 1422.60031 Stochastic Processes Appl. 129, No. 9, 3018-3054 (2019). MSC: 60F05 60G15 62F12 62M09 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{F. G. Viens}, Stochastic Processes Appl. 129, No. 9, 3018--3054 (2019; Zbl 1422.60031) Full Text: DOI arXiv
Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi G. Berry-Esseen bounds for parameter estimation of general Gaussian processes. (English) Zbl 1423.60041 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 633-664 (2019). MSC: 60F05 60G15 60H05 60H07 62F12 PDFBibTeX XMLCite \textit{S. Douissi} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 633--664 (2019; Zbl 1423.60041) Full Text: arXiv Link
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri Limit theorems for quadratic variations of the Lei-Nualart process. (English) Zbl 1423.60058 Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 105-121 (2018). MSC: 60F17 60H07 60F05 60G22 PDFBibTeX XMLCite \textit{S. Bajja} et al., Springer Proc. Math. Stat. 271, 105--121 (2018; Zbl 1423.60058) Full Text: DOI
El Onsy, Brahim; Es-Sebaiy, Khalifa; Ndiaye, Djibril Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind. (English) Zbl 1398.62217 Braz. J. Probab. Stat. 32, No. 3, 545-558 (2018). MSC: 62M05 60G22 62F12 PDFBibTeX XMLCite \textit{B. El Onsy} et al., Braz. J. Probab. Stat. 32, No. 3, 545--558 (2018; Zbl 1398.62217) Full Text: DOI Euclid
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean. (English) Zbl 1377.62085 J. Korean Stat. Soc. 46, No. 4, 608-622 (2017). MSC: 62F12 60G15 60G22 PDFBibTeX XMLCite \textit{S. Bajja} et al., J. Korean Stat. Soc. 46, No. 4, 608--622 (2017; Zbl 1377.62085) Full Text: DOI arXiv
El Onsy, Brahim; Es-Sebaiy, Khalifa; Viens, Frederi G. Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise. (English) Zbl 1422.62275 Stochastics 89, No. 2, 431-468 (2017). MSC: 62M09 62F12 60G22 60H07 60H10 PDFBibTeX XMLCite \textit{B. El Onsy} et al., Stochastics 89, No. 2, 431--468 (2017; Zbl 1422.62275) Full Text: DOI arXiv
El Machkouri, Mohamed; Es-Sebaiy, Khalifa; Ouknine, Youssef Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes. (English) Zbl 1342.62024 J. Korean Stat. Soc. 45, No. 3, 329-341 (2016). MSC: 62F10 62F12 60G18 60G22 60J60 PDFBibTeX XMLCite \textit{M. El Machkouri} et al., J. Korean Stat. Soc. 45, No. 3, 329--341 (2016; Zbl 1342.62024) Full Text: DOI arXiv
Aazizi, Soufiane; Es-Sebaiy, Khalifa Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. (English) Zbl 1335.60017 Random Oper. Stoch. Equ. 24, No. 1, 1-13 (2016). MSC: 60F05 60F15 60G22 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{S. Aazizi} and \textit{K. Es-Sebaiy}, Random Oper. Stoch. Equ. 24, No. 1, 1--13 (2016; Zbl 1335.60017) Full Text: DOI arXiv
Cénac, Peggy; Es-Sebaiy, Khalifa Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes. (English) Zbl 1333.60048 Probab. Math. Stat. 35, No. 2, 285-300 (2015). MSC: 60F15 60F05 60G15 60H05 60H07 60J60 60G22 62F12 PDFBibTeX XMLCite \textit{P. Cénac} and \textit{K. Es-Sebaiy}, Probab. Math. Stat. 35, No. 2, 285--300 (2015; Zbl 1333.60048) Full Text: arXiv Link
Es-Sebaiy, Khalifa; Ndiaye, Djibril On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations. (English. French summary) Zbl 1329.60103 Afr. Stat. 9, 615-625 (2014). MSC: 60G22 60H10 60F15 62M05 62F12 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{D. Ndiaye}, Afr. Stat. 9, 615--625 (2014; Zbl 1329.60103) Full Text: DOI Euclid Link
Es-Sebaiy, Khalifa Corrigendum to: “Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes”. (English) Zbl 1295.62081 Stat. Probab. Lett. 83, No. 11, 2524-2525 (2013). MSC: 62M05 60F05 60G22 60H30 PDFBibTeX XMLCite \textit{K. Es-Sebaiy}, Stat. Probab. Lett. 83, No. 11, 2524--2525 (2013; Zbl 1295.62081) Full Text: DOI
Es-Sebaiy, Khalifa Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes. (English) Zbl 1283.62171 Stat. Probab. Lett. 83, No. 10, 2372-2385 (2013); corrigendum ibid. 83, No. 11, 2524-2525 (2013). MSC: 62M05 60F05 60G22 60H30 PDFBibTeX XMLCite \textit{K. Es-Sebaiy}, Stat. Probab. Lett. 83, No. 10, 2372--2385 (2013; Zbl 1283.62171) Full Text: DOI arXiv
Es-Sebaiy, Khalifa; Nourdin, Ivan Parameter estimation for \(\alpha\)-fractional bridges. (English) Zbl 1268.62099 Viens, Frederi (ed.) et al., Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart. New York, NY: Springer (ISBN 978-1-4614-5905-7/hbk; 978-1-4614-5906-4/ebook). Springer Proceedings in Mathematics & Statistics 34, 385-412 (2013). MSC: 62M05 60G22 62F12 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{I. Nourdin}, Springer Proc. Math. Stat. 34, 385--412 (2013; Zbl 1268.62099) Full Text: DOI arXiv
Bardina, Xavier; Es-Sebaiy, Khalifa An extension of bifractional Brownian motion. (English) Zbl 1331.60063 Commun. Stoch. Anal. 5, No. 2, 333-340 (2011). MSC: 60G22 PDFBibTeX XMLCite \textit{X. Bardina} and \textit{K. Es-Sebaiy}, Commun. Stoch. Anal. 5, No. 2, 333--340 (2011; Zbl 1331.60063) Full Text: arXiv
Es-Sebaiy, K.; Tudor, C. A. Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes. (English) Zbl 1246.60059 Theory Probab. Appl. 55, No. 3, 411-431 (2011) and Teor. Veroyatn. Primen. 55, No. 3, 507-529 (2010). Reviewer: Stavros Vakeroudis (Paris) MSC: 60G18 60G22 60F25 60H07 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{C. A. Tudor}, Theory Probab. Appl. 55, No. 3, 411--431 (2011; Zbl 1246.60059) Full Text: DOI
Es-Sebaiy, Khalifa; Ouknine, Youssef Mutual information for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1224.60078 Random Oper. Stoch. Equ. 18, No. 1, 1-9 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60G22 60G35 60H05 94A05 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{Y. Ouknine}, Random Oper. Stoch. Equ. 18, No. 1, 1--9 (2010; Zbl 1224.60078) Full Text: DOI
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A. Occupation densities for certain processes related to fractional Brownian motion. (English) Zbl 1203.60041 Stochastics 82, No. 1-3, 133-147 (2010). Reviewer: Pavel Gapeev (London) MSC: 60G12 60G22 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} et al., Stochastics 82, No. 1--3, 133--147 (2010; Zbl 1203.60041) Full Text: DOI arXiv
Bardina, Xavier; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Approximation of the finite dimensional distributions of multiple fractional integrals. (English) Zbl 1201.60050 J. Math. Anal. Appl. 369, No. 2, 694-711 (2010). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H05 60G15 60H40 PDFBibTeX XMLCite \textit{X. Bardina} et al., J. Math. Anal. Appl. 369, No. 2, 694--711 (2010; Zbl 1201.60050) Full Text: DOI arXiv