3 papers
stat.AP2021
Interpolation and linear prediction of data -- three kernel selection criteria
Azzouz Dermoune, Mohammed Es. Sebaiy, Jabrane Moustaaid
Interpolation and prediction have been useful approaches in modeling data in many areas of applications. The aim of this paper is the prediction of the next value of a time series…
math.PR2019
Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model
Khalifa Es-Sebaiy, Mohammed Es. Sebaiy
We study the problem of parameter estimation for a non-ergodic Gaussian Vasicek-type model defined as with unknown parameters and $μ\in\mathbb…
stat.ME2018
Parametrizations, weights, and optimal prediction: Part 1
Azzouz Dermoune, Khalifa Es-Sebaiy, Mohammed Es. Sebaiy +1
We consider the problem of the annual mean temperature prediction. The years taken into account and the corresponding annual mean temperatures are denoted by and $t_0…