Malliavin Calculus on Gaussian spaces. Stochastic Differential Equations. Limit theorems. Statistical inference for stochastic processes.
Subject:
Probability and Statistics
Main publications:
Soukaina Douissi, Frederi Viens, Khalifa Es-Sebaiy., “Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach.”, Electron. J. Statist, 16:1 (2022), 3176-3211
Soukaina Douissi, Frederi Viens, Khalifa Es-Sebaiy., “Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach.”, Electron. J. Statist, 16:1 (2022), 3176-3211
Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev, Ivan Nourdin, “Berry-Esséen bounds of second moment estimators for Gaussian processes observed at high frequency.”, Electron. J. Statist, 16:1 (2022), 636-670
Soukaina Douissi, Khalifa Es-Sebaiy, Fatimah Alshahrani, Frederi Viens, “AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation.”, SPA, 150 (2020), 886-918
Soukaina Douissi, Khalifa Es-Sebaiy, Frederi Viens, “Berry-Esséen bounds for parameter estimation of general Gaussian processes”, ALEA, 16 (2019), 633-664
Fares Alazemi, Soukaina Douissi, Khalifa Es-Sebaiy, “Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process”, Theory Stoch. Process., 24(40):1 (2019), 6–18
2.
F. Alazemi, S. Douissi, Kh. Es-Sebaiy, “Berry–Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process with discrete observations”, Teor. Veroyatnost. i Primenen., 64:3 (2019), 502–525; Theory Probab. Appl., 64:3 (2019), 401–420
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