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Mohamed Ben Alaya · Study

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Mohamed Ben Alaya

3 works· latest 2014· 2 institutionscluster: provisionalORCID 0009-0004-8086-8703

h-index3

i103

Citations146

Works here3

12

13

14

Most cited in this library

Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases2012 · 57 citations
Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions2013 · 55 citations
Central limit theorem for the multilevel Monte Carlo Euler method2014 · 34 citations

Works

3 shown

Central limit theorem for the multilevel Monte Carlo Euler method

The Annals of Applied Probability·2014·2 authors·Open access

34citations

Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions

Stochastic Analysis and Applications·2013·2 authors·Open access

55citations

Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases

Stochastic Models·2012·2 authors

57citations