Soukaina Douissi

activity

20172025

collaborators

Showing 2021Show all

2 papers · 1 filter

math.PR2021

Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach

Soukaina Douissi, Frederi G. Viens, Khalifa Es-Sebaiy

In this paper, we study the distribution of the so-called "Yule's nonsense correlation statistic" on a time interval $[0, T]$ for a time horizon $T > 0$ , when $T$ is large, for a pai…

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…