Université Ibn Zohr

most citedParameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case

57 citations

researchers with a paper here

Khalifa Es-Sebaiy1
Rachid Belfadli1
Youssef Ouknine1

collaborating institutions

Cadi Ayyad UniversityMA1 paper
Chouaib Doukkali UniversityMA1 paper
Institut de Mathématiques de BourgogneFR1 paper
King Faisal UniversitySA1 paper
Max Planck Institute for PhysicsDE1 paper
Max Planck Institute for the Physics of Complex SystemsDE1 paper
Université de BourgogneFR1 paper

2 papers

math.PR2011★ 57 cited

Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case

Rachid Belfadli, Khalifa Es-Sebaiy, Youssef Ouknine

We consider the parameter estimation problem for the non-ergodic fractional Ornstein-Uhlenbeck process defined as $d X_{t} = θ X_{t} d t + d B_{t}, t \geq 0$ , with a parameter $θ > 0$ , where $B$ is…

hep-th2010

Electromagnetic Excitations of A_n Quantum Hall Droplets

Mohammed Daoud, Ahmed Jellal, Abdellah Oueld Guejdi

The classical description of A_n internal degrees of freedom is given by making use of the Fock--Bargmann analytical realization. The symplectic deformation of phase space, includi…