Jabrane Moustaaid

activity

20182021

collaborators

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.PR2020

Optimal Berry-Esséen bound for Maximum likelihood estimation of the drift parameter in $α$ -Brownian bridge

Khalifa Es-Sebaiy, Jabrane Moustaaid

Let $T > 0, α > \frac{1}{2}$ . In the present paper we consider the $α$ -Brownian bridge defined as $d X_{t} = - α \frac{X _{t}}{T - t} d t + d W_{t}, 0 \leq t < T$ , where $W$ is a standard Brownian motion. We i…

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 $0, \dots, n$ and $t_0…

Interpolation and linear prediction of data -- three kernel selection criteria

Optimal Berry-Esséen bound for Maximum likelihood estimation of the drift parameter in α-Brownian bridge

Parametrizations, weights, and optimal prediction: Part 1

Optimal Berry-Esséen bound for Maximum likelihood estimation of the drift parameter in $α$ -Brownian bridge