KE
Khalifa Es-Sebaiy
math.PRmath.STstat.THstat.APstat.ME
On Valency
published · living versionsW_zcqpt5tw·v1 · currentpublished
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case
with Rachid Belfadli, Youssef Ouknine
1 version
Preprints & journals
32 papers in the corpus · 2007–2026New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency2603.05163v1 · Khalifa Es-Sebaiy, Yong Chen2026 · 0 citationsarXiv
A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals2412.16991v2 · Khalifa Es-Sebaiy2024 · 0 citationsarXiv
New Kolmogorov bounds in the CLT for random ratios and applications2312.01418v1 · Khalifa Es-Sebaiy, Fares Alazemi2023 · 5 citationsarXiv
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency2211.11566v1 · Khalifa Es-Sebaiy, Fares Alazemi, Mishari Al-Foraih2022 · 5 citationsarXiv
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach2108.02857v1 · Soukaina Douissi, Frederi G. Viens, Khalifa Es-Sebaiy2021 · 5 citationsarXiv
Gaussian and Hermite Ornstein-Uhlenbeck processes2106.12311v2 · Khalifa Es-Sebaiy2021 · 3 citationsarXiv
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency2102.04810v1 · Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev et al.2021 · 17 citationsarXiv
Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean2009.00052v1 · Rachid Belfadli, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah2020 · 1 citationarXiv
Berry-Esséen bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind2005.08397v1 · Maoudo Faramba Balde, Rachid Belfadli, Khalifa Es-Sebaiy2020 · 0 citationsarXiv
Optimal Berry-Esséen bound for Maximum likelihood estimation of the drift parameter in $ \alpha $-Brownian bridge2005.06905v2 · Khalifa Es-Sebaiy, Jabrane Moustaaid2020 · 7 citationsarXiv
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters2002.06861v2 · Abdulaziz Alsenafi, Mishari Al-Foraih, Khalifa Es-Sebaiy2020 · 4 citationsarXiv
Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model1909.06155v3 · Khalifa Es-Sebaiy, Mohammed Es.Sebaiy2019 · 15 citationsarXiv
AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation1907.06782v1 · Soukaina Douissi, Khalifa Es-Sebaiy, Fatimah Alshahrani et al.2019 · 4 citationsarXiv
Volatility estimation in fractional Ornstein-Uhlenbeck models1802.09589v1 · Salwa Bajja, Khalifa Es-Sebaiy, Lauri Viitasaari2018 · 4 citationsarXiv
Parametrizations, weights, and optimal prediction: Part 11801.06533v1 · Azzouz Dermoune, Khalifa Es-Sebaiy, Mohammed Es.Sebaiy et al.2018 · 0 citationsarXiv
Berry-Esséen bounds for parameter estimation of general Gaussian processes1706.02420v1 · Soukaina Douissi, Khalifa Es-Sebaiy, Frederi G. Viens2017 · 25 citationsarXiv
Large deviation for lasso diffusion process1610.00194v1 · Azzouz Dermoune, Khalifa Es-Sebaiy, Youssef Ouknine2016 · 0 citationsarXiv
Least squares estimator of fractional Ornstein Uhlenbeck processes with periodic mean1609.08199v1 · Salwa Bajja, Khalifa Es-Sebaiy, Lauri Viitasaari2016 · 29 citationsarXiv
Optimal rates for parameter estimation of stationary Gaussian processes1603.04542v1 · Khalifa Es-Sebaiy, Frederi Viens2016 · 51 citationsarXiv
Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes1507.00802v2 · Mohamed El Machkouri, Khalifa Es-Sebaiy, Youssef Ouknine2015 · 75 citationsarXiv
Parameter estimation for SDEs related to stationary Gaussian processes1501.04970v1 · Khalifa Es-Sebaiy, Frederi G. Viens2015 · 6 citationsarXiv
Parameter Estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise1501.04972v2 · Brahim El Onsy, Khalifa Es-Sebaiy, Frederi G. Viens2015 · 47 citationsarXiv
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes1209.0137v1 · Peggy C'enac, Khalifa Es-Sebaiy2012 · 20 citationsarXivon Valency
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion1203.2786v3 · Soufiane Aazizi, Khalifa Es-Sebaiy2012 · 1 citationarXiv
Berry-Esséen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes1202.5061v4 · Khalifa Es-Sebaiy2012 · 39 citationsarXiv
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case1102.5491v1 · Rachid Belfadli, Khalifa Es-Sebaiy, Youssef Ouknine2011 · 55 citationsarXivon Valency
Parameter estimation for alpha-fractional bridges1101.5790v3 · Khalifa Es-Sebaiy (IMB), Ivan Nourdin (IECN)2011 · 4 citationsarXiv
An extension of bifractional Brownian motion1002.3680v2 · Xavier Bardina, Khalifa Es-Sebaiy (SAMM)2010 · 36 citationsarXiv
Approximation of the finite dimensional distributions of multiple fractional integrals0911.3223v1 · Xavier Bardina, Khalifa Es-Sebaiy (SAMOS, CES) et al.2009 · 3 citationsJournal of Mathematical Analysis and applications 369, 2 (2010) 694-711
Estimation of the drift of fractional Brownian motion0905.1419v1 · Es-Sebaiy Khalifa (SAMOS), Idir Ouassou, Youssef Ouknine2009 · 16 citationsStatistics & Probability Letters (2009) 8
Occupation densities for certain processes related to fractional Brownian motion0801.3314v1 · Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine et al.2008 · 4 citationsarXiv
Multidimensional bifractional Brownian motion: Ito and Tanaka formulasmath/0703087v1 · Ciprian Tudor (CES, SAMOS), Khalifa Es-Sebaiy2007 · 33 citationsarXiv
Career total: 86 works. 32 are in this corpus.
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