Current research overview

Fathallah H  (2026). Random Jump Intensities and Bernstein Density Estimation in Ergodic Basic Affine Jump-Diffusion Processes. ArXiv preprint arXiv:2609.05567v2

Chebli N, Fathallah H, Slaoui Y (2026). Hybrid estimation for a mixed fractional Black-Scholes model with random effects from discrete time observations. ArXiv preprint arXiv:2508.07936.

Ben Alaya M, Dahbi H, Fathallah H (2025). Asymptotic properties of AD (1, n) model and its maximum likelihood estimator. ArXiv e-prints, arXiv: 2303.08467.

Fathallah H, Hlaoua S, Slaoui Y (2025). Statistical inference of kernel density for local stationary process. Pré-publication,  hal-05082770v1.

Ben Alaya M, Dahbi H, Fathallah H (2025). Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations. ArXiv e-prints, arXiv: 2501.17100.

 Ben Alaya M, Dahbi H, Fathallah H (2025). Asymptotic properties of AD (1, n) model and its maximum likelihood estimator. ArXiv e-prints, arXiv: 2303.08467.

Fathallah H (2026). Random Jump Intensities and Bernstein Density Estimation in Ergodic Basic Affine Jump-Diffusion Processes.

Ben Alaya M, Dahbi H, Fathallah H (2025). Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations. 

Fathallah H, Hlaoua S , Slaoui Y (2026). Kernel Density Methods for Locally Stationary Processes .  Journal of Statistical Theory and Practice (2026).  Accept and is awaiting publication.

Aouissaoui, F; Ngatchou-Wandji, J; Fathallah, H (2026). On testing for weak change in the conditional mean of a class of nonlinear heteroscedastic models. TEST {\bf 35} (2026), no.~1, 232--283.   

 Ben Alaya  M,  Dahbi H,  Fathallah H. (2025). On Conditional least squares estimation for the AD(1,n) model based on discrete-time observations. Stat. Inference Stoch. Process. 28 (2025), no. 3, Paper No. 18.

Chebli N, Fathallah H, Slaoui Y (2025). Random effects estimation in a fractional diffusion model based on continuous observations. Stat. Inference Stoch. Process. 28 (2025), no. 3, Paper No.13.

 Slama S, Slaoui Y, Fathallah H. (2022). The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation. Theory of Stochastic Processes, 26(1), 27–59.

 Slama S, Slaoui Y, Fathallah H. (2022). Statistical inference for multivariate conditional cumulative distribution function estimation by stochastic approximation method. Statistics, Optimization and Information Computing, 10(3), 789–814.

Fathallah H. (2013). Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method. Communications in Statistics - Theory and Methods, 42(17), 3148–3173.

 Fathallah H, Kebaier, A. (2012). Weighted limit theorems for continuous-time vector martingales with explosive and mixed growth. Stochastic Analysis and Applications, 30(2), 238–257.

 Chaabane F,  Fathallah H. (2007). Identification of a stable Gaussian autoregressive process by an averaging method. Journal of Applied Probability and Statistics, 2(2), 211–226.