Es-Sebaiy, Khalifa; Alazemi, Fares; Al-Foraih, Mishari Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency. (English) Zbl 07778059 J. Inequal. Appl. 2023, Paper No. 62, 17 p. (2023). MSC: 60F05 60G15 60G10 62F12 60H07 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} et al., J. Inequal. Appl. 2023, Paper No. 62, 17 p. (2023; Zbl 07778059) 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
Douissi, Soukaina; Es-Sebaiy, Khalifa; Alshahrani, Fatimah; Viens, Frederi G. AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation. (English) Zbl 1493.62116 Stochastic Processes Appl. 150, 886-918 (2022). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{S. Douissi} et al., Stochastic Processes Appl. 150, 886--918 (2022; Zbl 1493.62116) Full Text: DOI arXiv
Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. (English) Zbl 1487.60050 Electron. J. Stat. 16, No. 1, 636-670 (2022). MSC: 60F05 60G15 60G10 62F12 62M09 PDFBibTeX XMLCite \textit{S. Douissi} et al., Electron. J. Stat. 16, No. 1, 636--670 (2022; Zbl 1487.60050) Full Text: DOI arXiv Link
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
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
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
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
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
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
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