Soukaina Douissi

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All published works

Action	Title	Year	Authors
+ PDF Chat	Parameter estimation for fractional stochastic heat equations : Berry-Ess\'een bounds in CLTs	2024	Soukaina Douissi Fatimah Alshahrani
+ PDF Chat	Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	2022	Soukaina Douissi Khalifa Es-Sebaiy George Kerchev Ivan Nourdin
+ PDF Chat	Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	2022	Soukaina Douissi Khalifa Es-Sebaiy Frédéri Viens
+	Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach	2021	Soukaina Douissi Frédéri Viens Khalifa Es-Sebaiy
+	Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	2021	Soukaina Douissi Khalifa Es-Sebaiy George Kerchev Ivan Nourdin
+	Asymptotics of the Cross-Variation of Young Integrals with Respect to a General Self-Similar Gaussian Process	2020	Soukaina Douissi Khalifa Es-Sebaiy Soufiane Moussaten
+ PDF Chat	AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation	2020	Soukaina Douissi Khalifa Es-Sebaiy Fatimah Alshahrani Frédéri Viens
+ PDF Chat	Mean-field optimal control problem of SDDES driven by fractional Brownian Motion	2020	Soukaina Douissi Nacira Agram Astrid Hilbert
+	AR(1) processes driven by second-chaos white noise: Berry-Ess\'een bounds for quadratic variation and parameter estimation	2019	Soukaina Douissi Khalifa Es-Sebaiy Fatimah Alshahrani Frédéri Viens
+ PDF Chat	Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem	2019	Soukaina Douissi Jiaqiang Wen Yufeng Shi
+	Berry-Esséen bounds for parameter estimation of general Gaussian processes	2019	Soukaina Douissi Khalifa Es-Sebaiy Frédéri Viens
+	Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations	2019	Fares Alazemi Soukaina Douissi Khalifa Es-Sebaiy
+	AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation	2019	Soukaina Douissi Khalifa Es-Sebaiy Fatimah Alshahrani Frédéri Viens
+	Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem	2018	Soukaina Douissi Jiaqiang Wen Yufeng Shi
+	Mean-field optimal control problem of SDDE driven by fractional Brownian motion	2017	Nacira Agram Soukaina Douissi Astrid Hilbert
+	Berry-Ess\'een bounds for parameter estimation of general Gaussian processes	2017	Soukaina Douissi Khalifa Es-Sebaiy Frédéri Viens
+	Berry-Esséen bounds for parameter estimation of general Gaussian processes	2017	Soukaina Douissi Khalifa Es-Sebaiy Frédéri Viens
+	Mean-field optimal control problem of SDDEs driven by fractional Brownian motion	2017	Nacira Agram Soukaina Douissi Astrid Hilbert

Common Coauthors

Coauthor	Papers Together
Khalifa Es-Sebaiy	12
Frédéri Viens	8
Astrid Hilbert	3
Fatimah Alshahrani	3
Nacira Agram	3
Yufeng Shi	2
Jiaqiang Wen	2
George Kerchev	2
Ivan Nourdin	2
Soufiane Moussaten	1
Fares Alazemi	1
Fatimah Alshahrani	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	The optimal fourth moment theorem	2015	Ivan Nourdin Giovanni Peccati	6
+ PDF Chat	Central limit theorems for sequences of multiple stochastic integrals	2005	David Nualart Giovanni Peccati	5
+ PDF Chat	The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations	2007	Peter E. Kloeden Andreas Neuenkirch	5
+ PDF Chat	Parameter estimation for fractional Ornstein–Uhlenbeck processes	2010	Yaozhong Hu David Nualart	5
+	Berry-Esséen bounds for parameter estimation of general Gaussian processes	2019	Soukaina Douissi Khalifa Es-Sebaiy Frédéri Viens	4
+	Normal Approximations with Malliavin Calculus	2012	Ivan Nourdin Giovanni Peccati	4
+ PDF Chat	Optimal rates for parameter estimation of stationary Gaussian processes	2018	Khalifa Es-Sebaiy Frédéri Viens	4
+ PDF Chat	Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind	2014	Ehsan Azmoodeh Lauri Viitasaari	4
+ PDF Chat	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise	2013	Andreas Neuenkirch Samy Tindel	3
+ PDF Chat	Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package	2012	Alexandre Brouste‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌ Stefano M. Iacus	3
+	Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants	2011	Hermine Biermé Aline Bonami Ivan Nourdin Giovanni Peccati	3
+ PDF Chat	Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes	2015	Mohamed El Machkouri Khalifa Es-Sebaiy Youssef Ouknine	3
+	Total variation estimates in the Breuer-Major theorem	2018	David Nualart Hongjuan Zhou	3
+ PDF Chat	Statistical Analysis of the Non-ergodic Fractional Ornstein–Uhlenbeck Process of the Second Kind	2017	Brahim El Onsy Khalifa Es-Sebaiy Ciprian A. Tudor	3
+ PDF Chat	An inequality of the Hölder type, connected with Stieltjes integration	1936	Louise Young	3
+	Parameter estimation of Gaussian stationary processes using the generalized method of moments	2017	Luis A. Barboza Frédéri Viens	2
+	On Pólya Frequency Functions	1988	I. J. Schoenberg	2
+	Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics	2015	René Carmona François Delarue	2
+	Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H	2006	Marco Ferrante Carles Rovira	2
+	Generalized BSDEs driven by fractional Brownian motion	2012	Katarzyna Jańczak-Borkowska	2
+	None	1999	Laurent Decreusefond Ali Süleyman Üstünel	2
+	Extreme Value Autoregressive Model and Its Applications	2013	N. Balakrishna K. Shiji	2
+	Supremum concentration inequality and modulus of continuity for sub-nth chaos processes	2007	Frédéri Viens Andrew B. Vizcarra	2
+	Maximum Likelihood Reconstruction for Emission Tomography	1982	L. A. Shepp Y. Vardi	2
+	Adapted solution of a backward stochastic differential equation	1990	Étienne Pardoux Shigē Péng	2
+ PDF Chat	Analysis of the Rosenblatt process	2008	Ciprian A. Tudor	2
+ PDF Chat	Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind	2013	Ehsan Azmoodeh José Igor Morlanes	2
+ PDF Chat	Representation of stationary and stationary increment processes via Langevin equation and self-similar processes	2016	Lauri Viitasaari	2
+	Gaussian Limits for Vector-valued Multiple Stochastic Integrals	2004	Giovanni Peccati Ciprian A. Tudor	2
+	Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions	2012	Yaozhong Hu Daniel Ocone Jian Song	2
+	Weak convergence of an autoregressive process used in modeling population growth	1982	William G. Cumberland Z. M. Sykes	2
+ PDF Chat	Anticipative backward stochastic differential equations driven by fractional Brownian motion	2016	Jiaqiang Wen Yufeng Shi	2
+	Stationary Gaussian Markov processes as limits of stationary autoregressive time series	2017	Philip Ernst Lawrence D. Brown L. A. Shepp Robert L. Wolpert	2
+ PDF Chat	On model fitting and estimation of strictly stationary processes	2017	Marko Voutilainen Lauri Viitasaari Pauliina Ilmonen	2
+	On Non-Gaussian AR(1) Inflation Modeling	2012	Werner Hürlimann	2
+	Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality	2018	Ivan Nourdin Giovanni Peccati Xiaochuan Yang	2
+	A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences	2016	Léo Neufcourt Frédéri Viens	2
+	Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case	2011	Rachid Belfadli Khalifa Es-Sebaiy Youssef Ouknine	2
+	Mean-field stochastic differential equations and associated PDEs	2017	Rainer Buckdahn Juan Li Shigē Péng Catherine Rainer	2
+ PDF Chat	Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities	2013	Lucian Maticiuc Tianyang Nie	2
+ PDF Chat	Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem	2017	Rainer Buckdahn Shuai Jing	2
+	Statistical aspects of the fractional stochastic calculus	2007	Ciprian A. Tudor Frédéri Viens	2
+	Normal Approximation by Stein’s Method	2010	Louis H. Y. Chen Larry Goldstein Qi-Man Shao	2
+ PDF Chat	Volatility estimation in fractional Ornstein-Uhlenbeck models	2019	Salwa Bajja Khalifa Es-Sebaiy Lauri Viitasaari	1
+	Cross-variation of Young integral with respect to long-memory fractional Brownian motions	2013	Ivan Nourdin Rola Zintout	1
+ PDF Chat	Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model	2020	Khalifa Es-Sebaiy Mohammed Es.Sebaiy	1
+ PDF Chat	Parameter estimation for the Langevin equation with stationary-increment Gaussian noise	2017	Tommi Sottinen Lauri Viitasaari	1
+	A* Sampling	2014	Chris J. Maddison Daniel Tarlow Tom Minka	1
+ PDF Chat	Über die Struktur stationärer zufälliger Funktionen	1950	Kari Karhunen	1
+	Statistics of random processes II: Applications	1981	Jan H. van Schuppen	1