Soukaina Douissi

activity

20172025

collaborators

Showing math.STShow all

2 papers · 1 filter

math.ST2024

Parameter estimation for fractional stochastic heat equations : Berry-Esséen bounds in CLTs

Soukaina Douissi, Fatimah Alshahrani

The aim of this work is to estimate the drift coefficient of a fractional heat equation driven by an additive space-time noise using the Maximum likelihood estimator (MLE). In the…

math.ST2021

Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency

Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev +1

Let $Z := {Z_{t}, t \geq 0}$ be a stationary Gaussian process. We study two estimators of $E [Z_{0}^{2}]$ , namely $f_{T} (Z) := \frac{1}{T} \int_{0}^{T} Z_{t}^{2} d t$ , and $\wi…