Speciality:
01.01.05 (Probability theory and mathematical statistics)
E-mail: Website: https://sites.google.com/view/soukaina-douissi Keywords: Malliavin Calculus on Gaussian spaces. Stochastic Differential Equations. Limit theorems. Statistical inference for stochastic processes.
Subject:
Probability and Statistics
Main publications:
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 (2022), 3176-3211
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 (2022), 3176-3211
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 (2022), 636-670
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.”, SPA, 150 (2020), 886-918
Soukaina Douissi, Khalifa Es-Sebaiy, Frederi Viens, “Berry-Esséen bounds for parameter estimation of general Gaussian processes”, ALEA, 16 (2019), 633-664
