Berry-Ess\'een bounds for parameter estimation of general Gaussian processes S Douissi, K Es-Sebaiy, FG Viens arXiv preprint arXiv:1706.02420, 2017 | 22 | 2017 |
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 | 20 | 2019 |
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 | 12 | 2022 |
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 | 5 | 2020 |
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 | 3 | 2022 |
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 | 3 | 2019 |
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 | 2 | 2022 |
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 | 2 | 2019 |
Mean-field optimal control problem of SDDEs driven by fractional Brownian motion S Douissi, N Agram | 1 | 2018 |
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 | | |