| Parameter estimation for fractional Ornstein-Uhlenbeck processes: non-ergodic case R Belfadli, K Es-Sebaiy, Y Ouknine arXiv preprint arXiv:1102.5491, 2011 | 95 | 2011 |
| Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes M El Machkouri, K Es-Sebaiy, Y Ouknine Journal of the Korean Statistical Society 45 (3), 329-341, 2016 | 86 | 2016 |
| Multidimensional bifractional Brownian motion: Itô and Tanaka formulas C Tudor, K Es-Sebaiy arXiv preprint math/0703087, 2007 | 58 | 2007 |
| Optimal rates for parameter estimation of stationary Gaussian processes K Es-Sebaiy, FG Viens Stochastic Processes and their Applications 129 (9), 3018-3054, 2019 | 48 | 2019 |
| An extension of bifractional Brownian motion X Bardina, K Es-Sebaiy arXiv preprint arXiv:1002.3680, 2010 | 48 | 2010 |
| Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise B El Onsy, K Es-Sebaiy, F G. Viens Stochastics 89 (2), 431-468, 2017 | 37 | 2017 |
| Berry–Esséen bounds for the least squares estimator for discretely observed fractional Ornstein–Uhlenbeck processes K Es-Sebaiy Statistics & Probability Letters 83 (10), 2372-2385, 2013 | 36 | 2013 |
| Parameter estimation for α-fractional bridges K Es-Sebaiy, I Nourdin Malliavin calculus and stochastic analysis: a Festschrift in honor of David …, 2013 | 35 | 2013 |
| Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean S Bajja, K Es-Sebaiy, L Viitasaari Journal of the Korean Statistical Society 46 (4), 608-622, 2017 | 27 | 2017 |
| Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes P Cénac, K Es-Sebaiy arXiv preprint arXiv:1209.0137, 2012 | 24 | 2012 |
| Berry-Ess\'een bounds for parameter estimation of general Gaussian processes S Douissi, K Es-Sebaiy, FG Viens arXiv preprint arXiv:1706.02420, 2017 | 22 | 2017 |
| On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations K Es-Sebaiy, D Ndiaye Afrika Statistika 9 (1), 615-625, 2014 | 22 | 2014 |
| On local linear regression for strongly mixing random fields M El Machkouri, K Es-Sebaiy, I Ouassou Journal of Multivariate Analysis 156, 103-115, 2017 | 17 | 2017 |
| Estimation of the drift of fractional Brownian motion K Es-Sebaiy, I Ouassou, Y Ouknine Statistics & probability letters 79 (14), 1647-1653, 2009 | 16 | 2009 |
| Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model K Es-Sebaiy, M Es. Sebaiy Statistical Methods & Applications 30, 409-436, 2021 | 15 | 2021 |
| Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case KES Fares Alazemi, Abdulaziz Alsenafi Stochastics and Dynamics, 2019 | 15* | 2019 |
| How rich is the class of processes which are infinitely divisible with respect to time? K Es-Sebaiy, Y Ouknine Statistics & probability letters 78 (5), 537-547, 2008 | 15 | 2008 |
| Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process of the second kind B El Onsy, K Es-Sebaiy, CA Tudor Communications on Stochastic Analysis 11 (2), 1, 2017 | 14 | 2017 |
| Berry–Esséen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion S Aazizi, K Es-Sebaiy Random Operators and Stochastic Equations 24 (1), 1-13, 2016 | 13 | 2016 |
| Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency IN Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev Electron. J. Statist. 16 (1), 636-670, 2022 | 12 | 2022 |
Youssef OuknineProfessor of Mathematics, Cadi Ayyad University & Mohammed VI Polytechnic University在 uca.ac.ma 的电子邮件经过验证
