2 papers
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.PR2019
AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation
Soukaina Douissi, Khalifa Es-Sebaiy, Fatimah Alshahrani +1
In this paper, we study the asymptotic behavior of the quadratic variation for the class of AR(1) processes driven by white noise in the second Wiener chaos. Using tools from the a…