Brahim El Onsy
Finance · 2015
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it; #8,064 of 10,518 by trust here, #9,725 by citations
Whom Brahim El Onsy trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- David Nualart
- Martin Hairer
- Mathieu Rosenbaum
- Yaozhong Hu
- Whitney K. Newey
- Daniel McFadden
- Salvador Ortiz
- Andreas Neuenkirch
- Vladas Pipiras
- Ciprian A. Tudor
Who trusts Brahim El Onsy overall
Papers from Brahim El Onsy's perspective
Ordered by how strongly the researchers Brahim El Onsy trusts endorse each paper. Same corpus, a different order for every researcher.
- Integration questions related to fractional Brownian motion
- Parameter estimation for fractional Ornstein–Uhlenbeck processes
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
- Statistical aspects of the fractional stochastic calculus
- Ergodicity of stochastic differential equations driven by fractional Brownian motion (Annals of Probability)
- The Malliavin Calculus and Related Topics
- Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case
- Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion
- Estimation of the volatility persistence in a discretely observed diffusion model