Hacène Djellout

Available identifiers

zbMath Open djellout.haceneMaRDI QIDQ180865

List of research outcomes

Publication	Date of Publication	Type
MODELING EXPERIMENTAL DATA WITH POLYNOMIALS CHAOS	2022-11-18	Paper
Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions	2022-06-21	Paper
An efficient spectral method for the numerical solution to some classes of stochastic differential equations	2021-08-27	Paper
Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps	2018-10-26	Paper
Estimation of the realized (co-)volatility vector: large deviations approach	2017-09-07	Paper
Moderate deviations for bipower variation of general function and Hayashi-Yoshida estimators	2016-09-13	Paper
Moderate deviations of functional of Markov Processes	2015-11-17	Paper
Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process	2015-02-17	Paper
Large deviations of the realized (co-)volatility vector	2014-11-19	Paper
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models	2014-09-05	Paper
Large and moderate deviations of realized covolatility	2014-06-05	Paper
Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application	2014-04-04	Paper
Lipschitzian norm estimate of one-dimensional Poisson equations and applications	2011-05-19	Paper
Moderate deviations of empirical periodogram and non-linear functionals of moving average processes	2006-10-05	Paper
Moderate deviations for Markov chains with atom.	2005-02-25	Paper
Transportation cost-information inequalities and applications to random dynamical systems and diffusions.	2004-12-10	Paper
Moderate deviations for non-linear functionals and empirical spectral density of moving average processes	2004-05-27	Paper
Moderate deviations for martingale differences and applications to φ -mixing sequences	2003-02-19	Paper
Large and moderate deviations for moving average processes	2003-01-01	Paper
Principe de déviations modérées pour le processus empirique fonctionnel d'une chaı̂ne de Markov	2000-07-25	Paper
Large and moderate deviations for estimators of quadratic variational processes of diffusions.	1999-01-01	Paper

Research outcomes over time

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