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Optimal rates for parameter estimation of stationary Gaussian processes

Optimal rates for parameter estimation of stationary Gaussian processes

15 March 2016
Khalifa Es-Sebaiy
Frederi G. Viens
ArXiv (abs)PDFHTML

Papers citing "Optimal rates for parameter estimation of stationary Gaussian processes"

9 / 9 papers shown
Wasserstein bounds in CLT of approximative MCE and MLE of the drift
  parameter for Ornstein-Uhlenbeck processes observed at high frequency
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequencyJournal of Inequalities and Applications (JIA), 2022
Khalifa Es-Sebaiy
F. Alazemi
Mishari Al-Foraih
64
6
0
18 Nov 2022
Gaussian and Hermite Ornstein-Uhlenbeck processes
Gaussian and Hermite Ornstein-Uhlenbeck processes
Khalifa Es-Sebaiy
86
4
0
23 Jun 2021
Berry-Esseen bounds of second moment estimators for Gaussian processes
  observed at high frequency
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
Soukaina Douissi
Khalifa Es-Sebaiy
G. Kerchev
I. Nourdin
116
14
0
09 Feb 2021
Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck
  process with periodic mean
Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic meanMetrika (Heidelberg) (Metrika), 2020
R. Belfadli
Khalifa Es-Sebaiy
Fatima-Ezzahra Farah
90
0
0
31 Aug 2020
Berry-Esséen bound for drift estimation of fractional Ornstein
  Uhlenbeck process of second kind
Berry-Esséen bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind
Maoudo Faramba Balde
R. Belfadli
Khalifa Es-Sebaiy
123
0
0
17 May 2020
Least squares estimation for non-ergodic weighted fractional
  Ornstein-Uhlenbeck process of general parameters
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parametersAIMS Mathematics (AIMS Math), 2020
Abdulaziz Alsenafi
Mishari Al-Foraih
Khalifa Es-Sebaiy
89
7
0
17 Feb 2020
Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model
Estimating drift parameters in a non-ergodic Gaussian Vasicek-type modelStatistical Methods & Applications (SMA), 2019
Khalifa Es-Sebaiy
Mohammed Es.Sebaiy
238
14
0
13 Sep 2019
Statistical inference for Vasicek-type model driven by Hermite processes
Statistical inference for Vasicek-type model driven by Hermite processes
I. Nourdin
T. T. Diu Tran
190
50
0
16 Dec 2017
Berry-Esséen bounds for parameter estimation of general Gaussian
  processes
Berry-Esséen bounds for parameter estimation of general Gaussian processesLatin American Journal of Probability and Mathematical Statistics (JLPMS), 2017
Soukaina Douissi
Khalifa Es-Sebaiy
Frederi G. Viens
117
23
0
08 Jun 2017
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