57 citations · 90 across the 23 of their papers we have counts for
31 papers
New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency
Khalifa Es-Sebaiy, Yong Chen
The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME).…
A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals
Khalifa Es-Sebaiy
In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and…
New Kolmogorov bounds in the CLT for random ratios and applications
Khalifa Es-Sebaiy, Fares Alazemi
We develop techniques for determining an explicit Berry-Esseen bound in the Kolmogorov distance for the normal approximation of a ratio of Gaussian functionals. We provide an upper…
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency
Khalifa Es-Sebaiy, Fares Alazemi, Mishari Al-Foraih
This paper deals with the rate of convergence for the central limit theorem of estimators of the drift coefficient, denoted , for a Ornstein-Uhlenbeck process $X \coloneqq \{X_t…
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 for a time horizon , when is large, for a pai…
Gaussian and Hermite Ornstein-Uhlenbeck processes
Khalifa Es-Sebaiy
In the present paper we study the asymptotic behavior of the auto-covariance function for Ornstein-Uhlenbeck (OU) processes driven by Gaussian noises with stationary and non-statio…