Khalifa Es-Sebaiy

Finance · 2011–2016

A researcher in the Science corpus: 4 papers; trusts 21 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #6,664 of 10,518 by trust here, #6,419 by citations
• Statistics and Probability — 11 citations into it
• Mathematical Physics — 9 citations into it
• Economics and Econometrics — 7 citations into it; #14,984 of 23,481 by trust here, #17,346 by citations

Whom Khalifa Es-Sebaiy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ivan Nourdin
2. Yaozhong Hu
3. David Nualart
4. Giovanni Peccati
5. Marina L. Kleptsyna
6. Andreas Neuenkirch
7. J. Breton
8. Ciprian A. Tudor
9. Alain Le Breton
10. R. Belfadli

Who trusts Khalifa Es-Sebaiy overall

1. Mohamed El Machkouri
2. Ivan Nourdin

Papers from Khalifa Es-Sebaiy's perspective

Ordered by how strongly the researchers Khalifa Es-Sebaiy trusts endorse each paper. Same corpus, a different order for every researcher.

1. Parameter estimation for fractional Ornstein–Uhlenbeck processes
2. Central limit theorems for multiple stochastic integrals and Malliavin calculus
3. Integration questions related to fractional Brownian motion
4. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
5. Statistical aspects of the fractional stochastic calculus
6. The Malliavin Calculus and Related Topics
7. Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions
8. Statistics of Random Processes Ii: Applications
9. Central limit theorems for sequences of multiple stochastic integrals
10. Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants

Their papers

• Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case (2011) — 83 citations
• Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise (2015) — 48 citations
• Optimal rates for parameter estimation of stationary Gaussian processes (2016) — 49 citations
• Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (2015) — 89 citations