Edit Profile (opens in new tab) Es-Sebaiy, Khalifa Co-Author Distance Author ID: es-sebaiy.khalifa Published as: Es-Sebaiy, Khalifa; Es-Sebaiy, Kh.; Es-Sebaiy, K. more...less Documents Indexed: 53 Publications since 2007, including 5 Additional arXiv Preprints Co-Authors: 31 Co-Authors with 50 Joint Publications 618 Co-Co-Authors all top 5 Co-Authors 3 single-authored 8 Alazemi, Fares 8 Douissi, Soukaina 8 Ouknine, Youssef 8 Tudor, Ciprian A. 6 Viens, Frederi G. 4 Al-Foraih, Mishari 4 Balde, Maoudo Faramba 4 Belfadli, Rachid 3 Bajja, Salwa 3 Ouassou, Idir 3 Viitasaari, Lauri 2 Alsenafi, Abdulaziz 2 Bardina, Xavier 2 Dermoune, Azzouz 2 El Machkouri, Mohamed 2 El Onsy, Brahim 2 Es. Sebaiy, Mohammed 2 Farah, Fatima-Ezzahra 2 Moustaaid, Jabrane 2 Ndiaye, Djibril 2 Nourdin, Ivan 1 Aazizi, Soufiane 1 Ahmed, Syed Ejaz 1 Alshahrani, Fatimah 1 Cénac, Peggy 1 Hilbert, Astrid 1 Hussein, Abdulkadir A. 1 Kerchev, George 1 Moussaten, Soufiane 1 Nualart, David 1 Snowdon, Anne all top 5 Serials 4 Statistics & Probability Letters 3 Stochastics and Dynamics 3 Journal of the Korean Statistical Society 2 Theory of Probability and its Applications 2 Probability and Mathematical Statistics 2 Communications in Statistics. Theory and Methods 2 Stochastic Processes and their Applications 2 Random Operators and Stochastic Equations 2 Theory of Stochastic Processes 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Stochastics 2 Electronic Journal of Statistics 2 Modern Stochastics. Theory and Applications 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 Applied Mathematics and Optimization 1 Journal of Multivariate Analysis 1 Publicationes Mathematicae Debrecen 1 Stochastic Analysis and Applications 1 Fractals 1 Journal of Inequalities and Applications 1 Brazilian Journal of Probability and Statistics 1 Stochastic Models 1 Statistical Methods and Applications 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Communications on Stochastic Analysis 1 Afrika Statistika 1 AIMS Mathematics Fields 45 Probability theory and stochastic processes (60-XX) 32 Statistics (62-XX) 1 Measure and integration (28-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 279 times in 149 Documents Cited by ▼ Year ▼ Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes. Zbl 1342.62024 El Machkouri, Mohamed; Es-Sebaiy, Khalifa; Ouknine, Youssef 39 2016 Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise. Zbl 1422.62275 El Onsy, Brahim; Es-Sebaiy, Khalifa; Viens, Frederi G. 30 2017 Optimal rates for parameter estimation of stationary Gaussian processes. Zbl 1422.60031 Es-Sebaiy, Khalifa; Viens, Frederi G. 28 2019 Parameter estimation for \(\alpha\)-fractional bridges. Zbl 1268.62099 Es-Sebaiy, Khalifa; Nourdin, Ivan 20 2013 Multidimensional bifractional Brownian motion: Itô and Tanaka formulas. Zbl 1139.60321 Es-Sebaiy, Khalifa; Tudor, Ciprian A. 17 2007 Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean. Zbl 1377.62085 Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri 17 2017 Berry-Esseen bounds for parameter estimation of general Gaussian processes. Zbl 1423.60041 Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi G. 16 2019 An extension of bifractional Brownian motion. Zbl 1331.60063 Bardina, Xavier; Es-Sebaiy, Khalifa 13 2011 Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes. Zbl 1283.62171 Es-Sebaiy, Khalifa 11 2013 Parameter estimation for Gaussian mean-reverting Ornstein-Uhlenbeck processes of the second kind: non-ergodic case. Zbl 1462.60042 Alazemi, Fares; Alsenafi, Abdulaziz; Es-Sebaiy, Khalifa 9 2020 How rich is the class of processes which are infinitely divisible with respect to time? Zbl 1216.60042 Es-Sebaiy, Khalifa; Ouknine, Youssef 8 2008 Estimation of the drift of fractional Brownian motion. Zbl 1171.62044 Es-Sebaiy, Khalifa; Ouassou, Idir; Ouknine, Youssef 8 2009 On local linear regression for strongly mixing random fields. Zbl 1391.62055 El Machkouri, Mohamed; Es-Sebaiy, Khalifa; Ouassou, Idir 7 2017 Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model. Zbl 1480.62051 Es-Sebaiy, Khalifa; Es. Sebaiy, Mohammed 7 2021 On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations. Zbl 1329.60103 Es-Sebaiy, Khalifa; Ndiaye, Djibril 6 2014 Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes. Zbl 1499.62286 Es-Sebaiy, Khalifa; Alazemi, Fares; Al-Foraih, Mishari 6 2019 Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes. Zbl 1333.60048 Cénac, Peggy; Es-Sebaiy, Khalifa 5 2015 Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. Zbl 1335.60017 Aazizi, Soufiane; Es-Sebaiy, Khalifa 5 2016 Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind. Zbl 1398.62217 El Onsy, Brahim; Es-Sebaiy, Khalifa; Ndiaye, Djibril 4 2018 Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125 Es-Sebaiy, Khalifa; Tudor, Ciprian A. 3 2008 Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes. Zbl 1246.60059 Es-Sebaiy, K.; Tudor, C. A. 3 2011 Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1337.28011 Es-Sebaiy, Khalifa; Tudor, Ciprian A. 2 2015 Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. Zbl 1487.60050 Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan 2 2022 Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041 Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A. 2 2010 Volatility estimation in fractional Ornstein-Uhlenbeck models. Zbl 1437.60023 Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri 2 2020 Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind. Zbl 1441.60042 Balde, Maoudo Faramba; Es-Sebaiy, Khalifa; Tudor, Ciprian A. 2 2020 Approximation of the finite dimensional distributions of multiple fractional integrals. Zbl 1201.60050 Bardina, Xavier; Es-Sebaiy, Khalifa; Tudor, Ciprian A. 1 2010 Statistical inference for nonergodic weighted fractional Vasicek models. Zbl 1489.60059 Es-Sebaiy, Khalifa; Al-Foraih, Mishari; Alazemi, Fares 1 2021 Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations. (English. Russian original). Zbl 1441.62066 Alazemi, F.; Douissi, S.; Es-Sebaiy, Kh. 1 2019 Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach. Zbl 1492.60055 Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi 1 2022 Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1449.60033 Douissi, Soukaina; Es-Sebaiy, Khalifa; Tudor, Ciprian A. 1 2020 Gaussian and Hermite Ornstein-Uhlenbeck processes. Zbl 1515.60184 Es-Sebaiy, Khalifa 1 2023 Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1472.60069 Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra; Hilbert, Astrid 1 2020 Gaussian and Hermite Ornstein-Uhlenbeck processes. Zbl 1515.60184 Es-Sebaiy, Khalifa 1 2023 Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. Zbl 1487.60050 Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan 2 2022 Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach. Zbl 1492.60055 Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi 1 2022 Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model. Zbl 1480.62051 Es-Sebaiy, Khalifa; Es. Sebaiy, Mohammed 7 2021 Statistical inference for nonergodic weighted fractional Vasicek models. Zbl 1489.60059 Es-Sebaiy, Khalifa; Al-Foraih, Mishari; Alazemi, Fares 1 2021 Parameter estimation for Gaussian mean-reverting Ornstein-Uhlenbeck processes of the second kind: non-ergodic case. Zbl 1462.60042 Alazemi, Fares; Alsenafi, Abdulaziz; Es-Sebaiy, Khalifa 9 2020 Volatility estimation in fractional Ornstein-Uhlenbeck models. Zbl 1437.60023 Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri 2 2020 Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind. Zbl 1441.60042 Balde, Maoudo Faramba; Es-Sebaiy, Khalifa; Tudor, Ciprian A. 2 2020 Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1449.60033 Douissi, Soukaina; Es-Sebaiy, Khalifa; Tudor, Ciprian A. 1 2020 Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1472.60069 Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra; Hilbert, Astrid 1 2020 Optimal rates for parameter estimation of stationary Gaussian processes. Zbl 1422.60031 Es-Sebaiy, Khalifa; Viens, Frederi G. 28 2019 Berry-Esseen bounds for parameter estimation of general Gaussian processes. Zbl 1423.60041 Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi G. 16 2019 Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes. Zbl 1499.62286 Es-Sebaiy, Khalifa; Alazemi, Fares; Al-Foraih, Mishari 6 2019 Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations. (English. Russian original). Zbl 1441.62066 Alazemi, F.; Douissi, S.; Es-Sebaiy, Kh. 1 2019 Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind. Zbl 1398.62217 El Onsy, Brahim; Es-Sebaiy, Khalifa; Ndiaye, Djibril 4 2018 Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise. Zbl 1422.62275 El Onsy, Brahim; Es-Sebaiy, Khalifa; Viens, Frederi G. 30 2017 Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean. Zbl 1377.62085 Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri 17 2017 On local linear regression for strongly mixing random fields. Zbl 1391.62055 El Machkouri, Mohamed; Es-Sebaiy, Khalifa; Ouassou, Idir 7 2017 Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes. Zbl 1342.62024 El Machkouri, Mohamed; Es-Sebaiy, Khalifa; Ouknine, Youssef 39 2016 Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. Zbl 1335.60017 Aazizi, Soufiane; Es-Sebaiy, Khalifa 5 2016 Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes. Zbl 1333.60048 Cénac, Peggy; Es-Sebaiy, Khalifa 5 2015 Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1337.28011 Es-Sebaiy, Khalifa; Tudor, Ciprian A. 2 2015 On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations. Zbl 1329.60103 Es-Sebaiy, Khalifa; Ndiaye, Djibril 6 2014 Parameter estimation for \(\alpha\)-fractional bridges. Zbl 1268.62099 Es-Sebaiy, Khalifa; Nourdin, Ivan 20 2013 Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes. Zbl 1283.62171 Es-Sebaiy, Khalifa 11 2013 An extension of bifractional Brownian motion. Zbl 1331.60063 Bardina, Xavier; Es-Sebaiy, Khalifa 13 2011 Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes. Zbl 1246.60059 Es-Sebaiy, K.; Tudor, C. A. 3 2011 Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041 Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A. 2 2010 Approximation of the finite dimensional distributions of multiple fractional integrals. Zbl 1201.60050 Bardina, Xavier; Es-Sebaiy, Khalifa; Tudor, Ciprian A. 1 2010 Estimation of the drift of fractional Brownian motion. Zbl 1171.62044 Es-Sebaiy, Khalifa; Ouassou, Idir; Ouknine, Youssef 8 2009 How rich is the class of processes which are infinitely divisible with respect to time? Zbl 1216.60042 Es-Sebaiy, Khalifa; Ouknine, Youssef 8 2008 Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125 Es-Sebaiy, Khalifa; Tudor, Ciprian A. 3 2008 Multidimensional bifractional Brownian motion: Itô and Tanaka formulas. Zbl 1139.60321 Es-Sebaiy, Khalifa; Tudor, Ciprian A. 17 2007 all cited Publications top 5 cited Publications all top 5 Cited by 172 Authors 25 Es-Sebaiy, Khalifa 13 Shen, Guangjun 10 Jiang, Hui 10 Yan, Litan 6 Alazemi, Fares 6 Viens, Frederi G. 5 Mai, Jan-Frederik 5 Prakasa Rao, B. L. S. 5 Ralchenko, Kostiantyn V. 5 Xiao, Weilin 5 Yu, Qian 4 Al-Foraih, Mishari 4 Chen, Yong 4 Douissi, Soukaina 4 Jørgensen, Palle E. T. 4 Kuang, Nenghui 4 Li, Ying 4 Liu, Junfeng 4 Mishura, Yuliya Stepanivna 4 Ouknine, Youssef 4 Sun, Xichao 4 Tudor, Ciprian A. 3 Bajja, Salwa 3 Balde, Maoudo Faramba 3 Farah, Fatima-Ezzahra 3 Nualart, David 3 Scherer, Matthias 3 Sghir, Aissa 3 Viitasaari, Lauri 3 Yin, Xiuwei 3 Yu, Jun 2 Aazizi, Soufiane 2 Alsenafi, Abdulaziz 2 Belfadli, Rachid 2 Chen, Chao 2 El Machkouri, Mohamed 2 Gao, Zhenlong 2 Li, Yunmeng 2 Lifshits, Mikhail A. 2 Liu, Hui 2 Malukas, Raimondas 2 Marie, Nicolas 2 Moustaaid, Jabrane 2 Nourdin, Ivan 2 Pan, Yajuan 2 Shevchenko, Radomyra 2 Shklyar, Sergiĭ Volodymyrovych 2 Shu, Huisheng 2 Tang, Zheng 2 Tian, Feng 2 Tian, James F. 2 Wang, Shaochen 2 Yi, Haoran 2 Zhang, Xuekang 2 Zhou, Hongjuan 1 Allaoui, Omar 1 Alshahrani, Fatimah 1 Barczy, Mátyás 1 Becker-Kern, Peter 1 Bernhart, German 1 Bhatti, T. 1 Bianchi, Luigi Amedeo 1 Bogachev, Vladimir Igorevich 1 Bonaccorsi, Stefano 1 Bouchentouf, Amina Angelika 1 Boufoussi, Brahim 1 Bouka, Stéphane 1 Cai, Chunhao 1 Cang, Yuquan 1 Chen, Qin 1 Chen, Ting 1 Cheng, Panhong 1 Chronopoulou, Alexandra 1 Cialenco, Igor 1 Comte, Fabienne 1 Dakaou, Ibrahim 1 Diu Tran, T. T. 1 Dokuchaev, Nikolai G. 1 Dong, Yi 1 Dozzi, Marco E. 1 El Omari, Mohamed 1 El Onsy, Brahim 1 Ernst, Philip A. 1 Es. Sebaiy, Mohammed 1 Fatima-Ezzahra, Farah 1 Fu, Pei 1 Gao, Bo 1 Ge, Yong 1 Görgens, Maik 1 Gulisashvili, Archil 1 Guo, Rui 1 Hadiri, Soukaina 1 Hakassou, Antoine 1 Harnett, Daniel 1 Hilbert, Astrid 1 Huang, Dongzhou 1 Huang, Yicong 1 Kachanovsky, Nikolai A. 1 Karachanskaya (Chalykh), Elena V. 1 Keddi, Abdelmalik ...and 72 more Authors all top 5 Cited in 60 Serials 11 Communications in Statistics. Theory and Methods 10 Stochastics 9 Stochastics and Dynamics 7 Stochastic Analysis and Applications 6 Statistics & Probability Letters 6 Stochastic Processes and their Applications 6 Random Operators and Stochastic Equations 6 Electronic Journal of Statistics 5 Journal of Theoretical Probability 5 Journal of the Korean Statistical Society 4 Modern Stochastics. Theory and Applications 3 Journal of Statistical Planning and Inference 3 Probability and Mathematical Statistics 3 Statistical Inference for Stochastic Processes 3 Acta Mathematica Scientia. Series B. (English Edition) 2 Journal of Mathematical Analysis and Applications 2 Lithuanian Mathematical Journal 2 Theory of Probability and its Applications 2 Applied Mathematics and Optimization 2 Theory of Probability and Mathematical Statistics 2 Statistical Papers 2 Bernoulli 2 Journal of Inequalities and Applications 2 Brazilian Journal of Probability and Statistics 2 Advances in Difference Equations 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Frontiers of Mathematics in China 2 Probability Surveys 2 Science China. Mathematics 2 Dependence Modeling 1 Advances in Applied Probability 1 Mathematical Notes 1 Metrika 1 Acta Mathematica Vietnamica 1 Czechoslovak Mathematical Journal 1 Journal of Econometrics 1 Mathematics and Computers in Simulation 1 Insurance Mathematics & Economics 1 Statistics 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Matematicheskie Trudy 1 Extremes 1 Econometric Theory 1 Nonlinear Analysis. Modelling and Control 1 Stochastic Models 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Statistical Methods and Applications 1 Boundary Value Problems 1 Acta Universitatis Sapientiae. Mathematica 1 Algorithms 1 Communications in Mathematics and Statistics 1 Carpathian Mathematical Publications 1 International Journal of Applied and Computational Mathematics 1 AIMS Mathematics all top 5 Cited in 14 Fields 136 Probability theory and stochastic processes (60-XX) 89 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Numerical analysis (65-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Operator theory (47-XX) 3 Ordinary differential equations (34-XX) 3 Functional analysis (46-XX) 3 Systems theory; control (93-XX) 2 Partial differential equations (35-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year