Informations du chercheur

Nom complet

Douissi Soukaina

Grade

PH

Spécialité

mathématiques

Thématique de recherche

probabilités

Laboratoire

Laboratoire de Modélisation des Systèmes Complexes

Établissement

Ecole Nationale des Sciences Appliquées de Marrakech

Ouvrages (0 au total)

Aucun ouvrage disponible.

Projets (0 au total)

Aucun projet disponible.

Publications (11 au total)

Parameter estimation for fractional stochastic heat equations: Berry–Esseen bounds in CLTs

Auteur: Soukaina Douissi, Fatimah Alshahrani

Revue: Theory of Probability and its Applications

Année: 2025

DOI: https://doi.org/10.4213/tvp5705

Berry-Esséen bounds of second moment estimators for Gaussian processes observed at high frequency

Auteur: Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev, Ivan Nourdin.

Revue: Electronic Journal of Statistics

Année: 2022

DOI: DOI: 10.1214/21-EJS1967.

Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach.

Auteur: Soukaina Douissi, Frederi Viens, Khalifa Es-Sebaiy.

Revue: Electronic Journal of Statistics

Année: 2022

DOI: DOI: 10.1214/22-EJS2021

Hermite Ornstein-Uhlenbeck processes mixed with a Gamma distribution.

Auteur: Soukaina Douissi, Khalifa Es-Sebaiy, Ciprian Tudor.

Revue: Publicationes Mathematicae Debrecen

Année: 2020

DOI: DOI: 10.5486/PMD.2020.8443

Mean-field optimal control problem of SDDEs driven by fractional Brownian motion. Probability and mathematical statistics

Auteur: Soukaina Douissi, Nacira Agram, Astrid Hilbert.

Revue: Probability and mathematical statistics

Année: 2020

DOI: 10.37190/0208-4147.40.1.9

Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process

Auteur: Soukaina Douissi, Khalifa Es-Sebaiy, Soufiane Moussaten.

Revue: Acta Mathematica Scientia

Année: 2020

DOI: https://doi.org/10.1007/s10473-020-0621-8

AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation

Auteur: Soukaina Douissi, Khalifa Es-Sebaiy, Fatimah Alshahrani, Frederi Viens

Revue: Stochastic Processes and their Applications

Année: 2020

DOI: https://doi.org/10.1016/j.spa.2020.02.007

Berry–Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process with discrete observations

Auteur: Fares Alazemi , Soukaina Douissi, Khalifa Es-Sebaiy

Revue: Theory of Probability and its Applications (TVP)

Année: 2019

DOI: DOI: 10.1137/S0040585X97T98957X

Berry-Esséen bounds for parameter estimation of general Gaussian processes

Auteur: Soukaina Douissi, Khalifa Es-Sebaiy, Frederi G. Viens

Revue: Latin American Journal of Probability and Mathematical Statistics

Année: 2019

DOI: DOI: 10.30757/ALEA.v16-23.

Communications (8 au total)

Asymptotics of Yule's nonsense correlation of Ornstein-Uhlenbeck paths : The correlated case

Manifestation: MOROCCAN - SWEDISH CONFERENCE ON STOCHASTIC ANALYSIS 2025 (MOSCSA 2025))

Date: 2025-05-05

Organisation: The Grand Mogador Agdal Hotel in Marrakesh, Morocco

Asymptotics of Yule's nonsense correlation of Ornstein-Uhlenbeck paths : The correlated case

Manifestation: The International Conference on Research in Applied Mathematics and Computer Science (ICRAMS 2025))

Date: 2025-04-25

Organisation: ENSA Marrakech, Université Cadi Ayyad, Marrakech, Maroc

Parameter estimation for fractional heat equations : Berry-Esséen bounds in CLTS.

Manifestation: Conference on New Developments in Probability

Date: 2024-09-26

Organisation: Université de Montréal, Montréal, Canada

Berry-Esséen bounds of the MLE of the drift coefficient for fractional stochastic heat equations.

Manifestation: International conference on Malliavin Calculus and related topics : In the honor of Professors David Nualart and Anton Thalmaier

Date: 2023-06-12

Organisation: University of Luxembourg, Luxembourg.

Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos Approach

Manifestation: Seminar of Stochastic Processes 2023,

Date: 2023-03-8

Organisation: University of Arizona, Tucson, Arizona, USA

Berry-Esséen bounds of second moment estimators for Gaussian processes observed at high frequency

Manifestation: International Conference on Applied Mathematics and Data Science (ICAMDS 2022)

Date: 2022-12-16

Organisation: Faculté des Sciences Ain Chock, Université Hassan II, Casablanca

Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos Approach.

Manifestation: Marrakech International Workshop on Random Fractals and Markov Processes (MIW-RFMP-2022)

Date: 2022-11-21

Organisation: Faculté des Sciences Semlalia, Université Cadi Ayyad, Marrakech

Berry-Esséen bounds of second moment estimator for Gaussian processes observed at high frequency.

Manifestation: International Online Conference on Applied Mathematics (IOCAM 2022)

Date: 2022-06-01

Organisation: Université Sidi Mohamed Ben Abdellah, Fez

Thèses (0 au total)

Aucune thèse disponible.