Soukaina Douissi

MaRDI QIDQ2009376zbMATH OpenFDO

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
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach Electronic Journal of Statistics	2022-07-15	Paper
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach Electronic Journal of Statistics	2022-07-15	Paper
Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process Acta Mathematica Scientia. Series B. (English Edition)	2022-07-05	Paper
AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation Stochastic Processes and their Applications	2022-06-20	Paper
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency Electronic Journal of Statistics	2022-05-11	Paper
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency Electronic Journal of Statistics	2022-05-11	Paper
Mean-field optimal control problem of SDDEs driven by fractional Brownian motion Probability and Mathematical Statistics	2020-09-24	Paper
Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process	2020-08-12	Paper
Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution Publicationes Mathematicae Debrecen	2020-02-26	Paper
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem Applied Mathematics and Computation	2019-11-28	Paper
Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations Theory of Probability & Its Applications	2019-10-25	Paper
Berry-Esseen bounds for parameter estimation of general Gaussian processes	2019-05-15	Paper
Berry-Esseen bounds for parameter estimation of general Gaussian processes (available as arXiv preprint)	2019-05-15	Paper

Research outcomes over time

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