Preprints & Publications

 Soukaina Douissi, Fatimah Alshahrani. Parameter estimation for fractional stochastic heat equations: Berry-Esséen bounds in CLTS. Submitted (2024).

Soukaina Douissi, Frederi Viens, Khalifa Es-Sebaiy. Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach.  Electron. J. Statist. 16(1): 3176-3211 (2022). DOI: 10.1214/22-EJS2021.

Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev, Ivan Nourdin. Berry-Esséen bounds of second moment estimators for Gaussian processes observed at high frequency. Electron. J. Statist. 16(1): 636-670 (2022). DOI: 10.1214/21-EJS1967.

Soukaina Douissi, Khalifa Es-Sebaiy, Soufiane Moussaten. Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process, Acta Mathematica Scientia, 2020, 40B(6): 1941–1960 https://doi.org/10.1007/s10473-020-0621-8  

Soukaina Douissi, Khalifa Es-Sebaiy, Ciprian Tudor. Hermite Ornstein-Uhlenbeck processes mixed with a Gamma distribution. Publicationes Mathematicae Debrecen (2020). 96, Fasc.:1-2, 23-44. DOI: 10.5486/PMD.2020.8443.

Fares Alazemi, Soukaina Douissi and Khalifa Es-Sebaiy. Berry-Esséen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process, Theory of Stochastic Processes. Vol. 24 (40), no. 1, 2019, pp. 6–18.

Soukaina Douissi, Khalifa Es-Sebaiy, Fatimah Alshahrani, Frederi Viens. AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation.  In press in Stochastic Processes and their Applications (2020). https://doi.org/10.1016/j.spa.2020.02.007 

Soukaina Douissi, Khalifa Es-Sebaiy, Frederi G. Viens. Berry-Esséen bounds for parameter estimation of general Gaussian processes . Latin American Journal of Probability and Mathematical Statistics, 16, 633-664 (2019). DOI: 10.30757/ALEA.v16-23.

Soukaina Douissi, Nacira Agram, Astrid Hilbert. Mean-field optimal control problem of SDDEs driven by fractional Brownian motion. Probability and mathematical statistics. Vol. 40, Fasc. 1 (2020), pp. 139–158. doi:10.37190/0208-4147.40.1.9.

Soukaina Douissi, Yufeng Shi, Jiaqiang Wen. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem. Applied Mathematics and Computation. Vol. 355, (2019) , 282-298  : https://doi.org/10.1016/j.amc.2019.02.072.

Fares Alazemi , Soukaina Douissi, Khalifa Es-Sebaiy. Berry–Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process with discrete observations, Teor. Veroyatnost. i Primenen., Vol. 64, No. 3, pp. 401–420, 2019.(Theory of Probability and its Applications (TVP)). DOI: 10.1137/S0040585X97T98957X