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10 research outputs found

Solving a stochastic heat equation driven by a bi-fractional noise

Author: C Houdré
CA Tudor
CA Tudor
D Nualart
E Alós
F Biagini
F Russo
F Russo
G Shen
I Kruk
I Nourdin
K Es-sebaiy
L Decreusefond
L Yan
L Yan
Litan Yan
M Freidlin
M Gradinaru
P Lei
X Chen
Xianye Yu
Xichao Sun
Y Hu
Y Hu
Y Hu
Y Jiang
YS Mishura
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations

Author: Es-Sebaiy K
Ndiaye D
Publication venue: 'African Journals Online (AJOL)'
Publication date: 06/01/2015
Field of study

No Abstract

AJOL - African Journals Online

Berry-Esseen bounds and almost sure CLT for the drift estimator of the discretely observed mixed Ornstein-Uhlenbeck process

Author: Chunhao Cai Weilin Xiao
L. Neufcourt F. G. Viens
P. Cénac K. Es-Sebaiy
R. Belfadli K. Es-Sebaiy, Y. Ouknine
Publication venue: 'Steklov Mathematical Institute'
Publication date
Field of study

Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model

Author: A Brouste
A Chronopoulou
A Chronopoulou
B El Onsy
D Nualart
F Alazemi
F Comte
F Comte
G Marsaglia
H Dehling
I Nourdin
I Nourdin
J Gatheral
K Es-Sebaiy
K Es-Sebaiy
K Es-Sebaiy
LC Young
M El Machkouri
ML Kleptsyna
O Vasicek
P Abry
R Belfadli
S Bajja
S Douissi
T Pham-Gia
W Xiao
W Xiao
Y Hu
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in $\alpha$ -Brownian bridge

Author: D Nualart
I Nourdin
JPN Bishwal
K Es-Sebaiy
M Barczy
M Görgens
MJ Brennan
R Mansuy
YT Kim
YT Kim
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS

Author: CHAO CHEN
Es-sebaiy K.
Hu Y.
JUNFENG LIU
LITAN YAN
Marcus M. B.
Nualart D.
Russo F.
Watanabe S.
Xiao Y.
Publication venue: 'World Scientific Pub Co Pte Lt'
Publication date
Field of study

Smoothness for the collision local time of two multidimensional bifractional Brownian motions

Author: C. Chen
C.A. Tudor
Chao Chen
D. Nualart
D. Nualart
F. Russo
G. Shen
Guangjun Shen
I. Kruk
K. Es-Sebaiy
L. Yan
Litan Yan
P. Lei
S. Watanabe
Y. Hu
Y. Jiang
Y. Mishura
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

On p-variation of bifractional Brownian motion

Author: C. A. Tudor
C. Houdré
E. Csáki
E. Giné
F. Russo
G. Samorodnitsky
J. Lamperti
J. P. Kahane
K. Es-Sebaiy
M. B. Marcus
M. Talagrand
N. Jain
N. Kono
P. Lei
P. Lévy
R. J. Adler
V. V. Petrov
Wen-sheng Wang
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion

Author: D Nualart
E Azmoodeh
E Azmoodeh
G-J Shen
G-J Shen
Guangjun Shen
H Jiang
J Garzón
K Es-sebaiy
L-T Yan
LC Young
M El Machkouri
M Kleptsyna
N Azzaoui
P Kloeden
Panhong Cheng
Qin Chen
R Belfadi
S Lin
T Bojdecki
T Bojdecki
T Bojdecki
V Pipiras
W Xiao
Y-Z Hu
Y-Z Hu
Z Liu
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Maximum likelihood estimators of a long-memory process from discrete observations

Author: A. Brouste
B. El Onsy
B.L.S. Prakasa Rao
C.A. Los
C.A. Tudor
D. Nualart
D. Nualart
D. Nualart
E. Azmoodeh
E. Azmoodeh
G.H. Golub
H. Long
H. Shen
H. Tsai
H. Tsai
I. Casas
I. Cialenco
J.F. Coeurjolly
J.M. Bardet
J.R. Schott
K. Bertin
K. Bertin
K. Es-Sebaiy
K. Kubilius
K. Kubilius
L.A. Barboza
L.A. Salomónab
Lin Sun
Lin Wang
M.L. Kleptsyna
M.L. Kleptsyna
P. Cheng
P. Guasoni
Pei Fu
R. Dahlhaus
R. Fox
R.J. Bhansali
R.J. Elliott
R.J. Elliott
S. Bajja
S. Rostek
T.E. Duncan
V. Paxson
W. Willinger
W. Xiao
W. Xiao
X. Zhan
Y. Hu
Y. Hu
Y. Hu
Y.M. Kim
Z. Liu
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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