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Author ID: es-sebaiy.khalifa Recent zbMATH articles by "Es-Sebaiy, Khalifa"
Published as: Es-Sebaiy, Khalifa; Es-Sebaiy, Kh.; Es-Sebaiy, K.

Publications by Year

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 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

Citations by Year