Khalifa Es-Sebaiy

Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes

Mohamed El Machkouri, Khalifa Es-Sebaiy, Youssef Ouknine · HAL (Le Centre pour la Communication Scientifique Directe) · 2016 · 73 citations

Multivariate Stochastic Volatility, Engineering, Stochastic Processes +8

Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case

Rachid Belfadli, Khalifa Es-Sebaiy, Youssef Ouknine · arXiv (Cornell University) · 2011 · 56 citations · Full text

Fractional Brownian Motion, Parameter Estimation Problem, Engineering +8

An extension of bifractional Brownian motion

Xavier Bardina, Khalifa Es-Sebaiy · Communications on Stochastic Analysis · 2011 · 36 citations · Full text

MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS

Khalifa Es-Sebaiy, Ciprian A. Tudor · Stochastics and Dynamics · 2007 · 31 citations

Engineering, Integrable Probability, Stochastic Processes +9

Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean

Salwa Bajja, Khalifa Es-Sebaiy, Lauri Viitasaari · Journal of the Korean Statistical Society · 2017 · 27 citations

Engineering, Stochastic Processes, Stochastic Calculus +5