Hamdi Fathallah

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On testing for \textit{weak change} in the conditional mean of a class of nonlinear heteroscedastic models Test	2026-04-17	Paper
On conditional least squares estimation for the AD (1,n) model based on discrete-time observations Statistical Inference for Stochastic Processes	2026-01-05	Paper
Hybrid estimation for a mixed fractional Black-Scholes model with random effects from discrete time observations (available as arXiv preprint)	2026-01-01	Paper
Random effects estimation in a fractional diffusion model based on continuous observations Statistical Inference for Stochastic Processes	2025-11-05	Paper
Random effects estimation in a fractional diffusion model based on continuous observations (available as arXiv preprint)	2024-01-01	Paper
The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation Theory of Stochastic Processes	2023-04-06	Paper
Asymptotic properties of AD(1, n) model and its maximum likelihood estimator	2023-03-15	Paper
Asymptotic properties of AD(1, n) model and its maximum likelihood estimator (available as arXiv preprint)	2023-01-01	Paper
Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method Communications in Statistics. Theory and Methods	2013-11-29	Paper
Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth Stochastic Analysis and Applications	2012-04-18	Paper
Identification of a stable Gaussian autoregressive process by an averaging method	2009-06-10	Paper
Identification d'un processus autor\'{e}gressif gaussien stable par la m\'{e}thode de moyennisation logarithmique	2006-06-08	Paper
Identification d'un processus autorégressif gaussien stable par la méthode de moyennisation logarithmique (available as arXiv preprint)	2006-01-01	Paper

Research outcomes over time

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