K
Khalifa Es-Sebaiy
Researcher at Kuwait University
Publications - 76
Citations - 833
Khalifa Es-Sebaiy is an academic researcher from Kuwait University. The author has contributed to research in topics: Fractional Brownian motion & Ornstein–Uhlenbeck process. The author has an hindex of 16, co-authored 72 publications receiving 745 citations. Previous affiliations of Khalifa Es-Sebaiy include Cadi Ayyad University & University of Burgundy.
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Parameter estimation for fractional ornstein-uhlenbeck processes: non-ergodic case
TL;DR: In this paper, the parameter estimation problem for the nonergodic fractional Ornstein-Uhlenbeck process was considered and the consistency and asymptotic distributions of the least squares estimator were studied.
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Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
TL;DR: In this paper, the drift parameter estimation problem for the non-ergodic Ornstein-Uhlenbeck process defined as d X t = θ X t d t + d G t, t ≥ 0 with an unknown parameter θ > 0, where G is a Gaussian process.
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Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
TL;DR: In this article, the drift parameter estimation problem for the non-ergodic Ornstein-Uhlenbeck process defined as $dX_t=\theta X_tdt+dG_t,\ t\geq0$ with an unknown parameter $\theta>0", where $G$ is a Gaussian process.
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Optimal rates for parameter estimation of stationary Gaussian processes
Khalifa Es-Sebaiy,Frederi Viens +1 more
TL;DR: In this article, the convergence rate of partial sums of polynomial functionals of general stationary and asymptotically stationary Gaussian sequences was studied using tools from analysis on Wiener space.
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Multidimensional bifractional Brownian motion: Ito and Tanaka formulas
TL;DR: Using the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals, this paper derived Ito's and Tanaka's formulas for the $d$-dimensional bifractional Brownian motion.