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math.PR2012★ 20 cited
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
Peggy Cénac, Khalifa Es-Sebaiy
We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the de…
math.PR2010
An extension of bifractional Brownian motion
Xavier Bardina, Khalifa Es-Sebaiy
In this paper we introduce and study a self-similar Gaussian process that is the bifractional Brownian motion with parameters and such that $HK\i…