El Mehdi Haress

activity

20202024

most citedLearning with CVaR-based feedback under potentially heavy tails

2 citations · 3 across the 2 of their papers we have counts for

collaborators

Showing math.STShow all

2 papers · 1 filter

math.ST2023

Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise

El Mehdi Haress, Alexandre Richard

We investigate the problem of joint statistical estimation of several parameters for a stochastic differential equation driven by an additive fractional Brownian motion. Based on d…

math.ST2020★ 1 cited

Estimation Of all parameters in the Fractional Ornstein-Uhlenbeck model under discrete observations

El Mehdi Haress, Yaozhong Hu

Let the Ornstein-Uhlenbeck process $(X_{t})_{t \geq 0}$ driven by a fractional Brownian motion $B^{H}$ , described by $d X_{t} = - θ X_{t} d t + σ d B_{t}^{H}$ be observed at discrete time instant…