57 citations · 90 across the 23 of their papers we have counts for
3 papers · 2 filters
Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
Mohamed El Machkouri, Khalifa Es-Sebaiy, Youssef Ouknine
The statistical analysis for equations driven by fractional Gaussian process (fGp) is relatively recent. The development of stochastic calculus with respect to the fGp allowed to s…
Parameter estimation for SDEs related to stationary Gaussian processes
Khalifa Es-Sebaiy, Frederi G. Viens
In this paper, we study central and non-central limit theorems for partial sum of functionals of general stationary Gaussian fields. We apply our result to study drift parameter es…
Parameter Estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise
Brahim El Onsy, Khalifa Es-Sebaiy, Frederi G. Viens
\noindent \textbf{Abstract}: We consider the parameter estimation problem for the Ornstein-Uhlenbeck process driven by a fractional Ornstein-Uhlenbeck process , i.e. the pai…