- 4
- 2
- 1
- 1
- 1
Mohamed Ben Alaya
9
Documents
Présentation
Mohamed Ben ALAYA
Publications
- 2
- 2
- 2
- 2
- 2
- 2
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 4
- 2
- 1
- 1
- 1
- 1
- 1
- 1
- 5
- 1
- 2
- 1
- 1
- 1
- 2
- 2
- 1
- 1
- 1
- 1
- 1
|
Asymptotic Behavior of The Maximum Likelihood Estimator For Ergodic and Nonergodic Sqaure-Root DiffusionsStochastic Analysis and Applications, 2013, http://www.tandfonline.com/doi/full/10.1080/07362994.2013.798175#.U-CT8FFb9zA. ⟨10.1080/07362994.2013.798175⟩
Article dans une revue
hal-00640053v1
|
|
On an Extension of Min-Semistable DistributionsProbability and Mathematical Statistics, 2007, 27 (No 2), pp.303-323
Article dans une revue
hal-00136135v1
|
On a functional equation generalizing the class of semistable distributions.Annals of the Institute of Statistical Mathematics, 2005, Vol 57, Issue 4, pp.817-831
Article dans une revue
hal-00093130v1
|
|
Optimal guaranteed estimation methods for the Cox -Ingersoll -Ross models2023
Pré-publication, Document de travail
hal-03936795v1
|
|
Asymptotic properties of AD(1, n) model and its maximum likelihood estimator2023
Pré-publication, Document de travail
hal-04029180v1
|
|
Importance Sampling and Statistical Romberg method2013
Pré-publication, Document de travail
hal-00812455v1
|
|
Central Limit Theorem for the Multilevel Monte Carlo Euler Method and Applications to Asian Options2012
Pré-publication, Document de travail
hal-00693191v1
|
|
Parameter Estimation for the Square-root Diffusions : Ergodic and Nonergodic Cases2010
Pré-publication, Document de travail
hal-00579644v1
|
|
Les théorèmes ergodiques en simulationSciences de la Terre. Ecole Nationale des Ponts et Chaussées, 1992. Français. ⟨NNT : ⟩
Thèse
tel-00523186v1
|