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Soukaina Douissi
Soukaina Douissi
National School of Applied Sciences, Cadi Ayyad University, Marrakech, Morocco
Verified email at uca.ma
Title
Cited by
Cited by
Year
Berry-Ess\'een bounds for parameter estimation of general Gaussian processes
S Douissi, K Es-Sebaiy, FG Viens
arXiv preprint arXiv:1706.02420, 2017
222017
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
S Douissi, J Wen, Y Shi
Applied Mathematics and Computation 355, 282-298, 2019
202019
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
S Douissi, K Es-Sebaiy, G Kerchev, I Nourdin
Electronic Journal of Statistics 16 (1), 636-670, 2022
122022
Hermite Ornstein–Uhlenbeck processes mixed with a Gamma distribution
S Douissi, K Es-Sebaiy, CA Tudor
Publ. Math.(Debr.) 96 (1-2), 23-44, 2020
52020
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach
S Douissi, K Es-Sebaiy, F Viens
Electronic Journal of Statistics 16 (1), 3176-3211, 2022
32022
Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations
F Alazemi, S Douissi, K Es-Sebaiy
Theory of Probability & Its Applications 64 (3), 401-420, 2019
32019
AR (1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation
S Douissi, K Es-Sebaiy, F Alshahrani, FG Viens
Stochastic Processes and their Applications 150, 886-918, 2022
22022
Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process
F Alazemi, S Douissi, K Es-Sebaiy
Theory of Stochastic Processes 24 (1), 6-18, 2019
22019
Mean-field optimal control problem of SDDEs driven by fractional Brownian motion
S Douissi, N Agram
12018
Asymptotics of the Cross-Variation of Young Integrals with Respect to a General Self-Similar Gaussian Process
S Douissi, K Es-Sebaiy, S Moussaten
Acta Mathematica Scientia 40, 1941-1960, 2020
2020
Mean-field optimal control problem of SDDEs driven by fractional Brownian motion
N Agram, S Douissi, A Hilbert
arXiv preprint arXiv:1706.06233, 2017
2017
OF SCIENCE AND TECHNOLOGY
S Douissi, N Agram, A Hilbert
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