16 citations · 16 across the 3 of their papers we have counts for
4 papers
Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
Fares Alazemi, Abdulaziz Alsenafi, Yong Chen +1
We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional B…
A Multispecies Cross-Diffusion Model for Territorial Development
Abdulaziz Alsenafi, Alethea B. T. Barbaro
We develop an agent-based model on a lattice to investigate territorial development motivated by markings such as graffiti, generalizing a previously-published model to account for…
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters
Abdulaziz Alsenafi, Mishari Al-Foraih, Khalifa Es-Sebaiy
Let be a weighted fractional Brownian motion of parameters , , . We consider a least square-type method to estimate the drift…
A Convection-Diffusion Model for Gang Territoriality
Abdulaziz Alsenafi, Alethea B. T. Barbaro
We present an agent-based model to simulate gang territorial development motivated by graffiti marking on a two-dimensional discrete lattice. For simplicity, we assume that there a…