Soukaina Douissi

Available identifiers

Publication	Date of Publication	Type
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach	2022-07-15	Paper
Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process	2022-07-05	Paper
AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation	2022-06-20	Paper
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	2022-05-11	Paper
Mean-field optimal control problem of SDDES driven by fractional Brownian Motion	2020-09-24	Paper
https://portal.mardi4nfdi.de/entity/Q3305888	2020-08-12	Paper
Hermite Ornstein--Uhlenbeck processes mixed with a Gamma distribution	2020-02-26	Paper
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem	2019-11-28	Paper
Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations	2019-10-25	Paper
Berry-Ess\'een bounds for parameter estimation of general Gaussian processes	2019-05-15	Paper

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