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1
المؤلفون: Mohamed Ben Alaya, Kaouther Hajji, Ahmed Kebaier
المصدر: Stochastics. 95:303-327
مصطلحات موضوعية: Statistics and Probability, Modeling and Simulation
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2
المؤلفون: Mohamed Ben Alaya, Ahmed Kebaier, Thi Bao Tram Ngo
المصدر: The Annals of Applied Probability. 32
مصطلحات موضوعية: Statistics and Probability, Statistics, Probability and Uncertainty
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3
المؤلفون: Mohamed Ben Alaya, Ngoc Khue Tran, Ahmed Kebaier
المصدر: Scandinavian Journal of Statistics. 47:1401-1464
مصطلحات موضوعية: Statistics and Probability, Statistics::Theory, Pure mathematics, Local asymptotic normality, 05 social sciences, Lipschitz continuity, Malliavin calculus, 01 natural sciences, 010104 statistics & probability, Cox–Ingersoll–Ross model, Square root, 0502 economics and business, Ergodic theory, Infinite horizon, 0101 mathematics, Statistics, Probability and Uncertainty, Drift coefficient, 050205 econometrics, Mathematics
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4Academic Journal
المؤلفون: Mohamed Ben Alaya, Kaouther Hajji, Ahmed Kebaier
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Key Words and Phrases. Stochastic algorithm, Robbins-Monro, variance reduction, Central limit theorem, Statistical Romberg method, Euler scheme, Heston model
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.373.743; http://hal.inria.fr/docs/00/81/24/55/PDF/adaptativeSR.pdf
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5
المؤلفون: Mohamed Ben Alaya, Xuebin Zhang, Francis W. Zwiers
المصدر: Weather and Climate Extremes, Vol 30, Iss, Pp 100290-(2020)
مصطلحات موضوعية: Atmospheric Science, 010504 meteorology & atmospheric sciences, Precipitable water, Geography, Planning and Development, Precipitation efficiency, Extreme value theory, 0207 environmental engineering, 02 engineering and technology, Bivariate analysis, Precipitation extreme, Management, Monitoring, Policy and Law, lcsh:QC851-999, 01 natural sciences, Climatology, Environmental science, Statistical frequency analysis, lcsh:Meteorology. Climatology, Precipitation, Conditional approach to multivariate extreme values, 020701 environmental engineering, Futures contract, 0105 earth and related environmental sciences
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6
المؤلفون: Taha B. M. J. Ouarda, Fateh Chebana, Sophie Dabo-Niang, Mohamed Ben Alaya, Camille Ternynck
المساهمون: Institut National de la Recherche Scientifique [Québec] (INRS), Evaluation des technologies de santé et des pratiques médicales - ULR 2694 (METRICS), Université de Lille-Centre Hospitalier Régional Universitaire [Lille] (CHRU Lille), MOdel for Data Analysis and Learning (MODAL), Laboratoire Paul Painlevé (LPP), Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Université de Lille, Sciences et Technologies-Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Evaluation des technologies de santé et des pratiques médicales - ULR 2694 (METRICS), Université de Lille-Centre Hospitalier Régional Universitaire [Lille] (CHRU Lille)-Université de Lille-Centre Hospitalier Régional Universitaire [Lille] (CHRU Lille)-École polytechnique universitaire de Lille (Polytech Lille), Laboratoire Paul Painlevé - UMR 8524 (LPP)
المصدر: Advances in Water Resources
Advances in Water Resources, 2020, 137, pp.103522. ⟨10.1016/j.advwatres.2020.103522⟩
Advances in Water Resources, Elsevier, 2020, 137, pp.103522. ⟨10.1016/j.advwatres.2020.103522⟩مصطلحات موضوعية: 010504 meteorology & atmospheric sciences, Computer science, 0208 environmental biotechnology, Functional approach, Change point detection, 02 engineering and technology, computer.software_genre, 01 natural sciences, Flood, Lead (geology), [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], 0105 earth and related environmental sciences, Water Science and Technology, Series (mathematics), Flood myth, Functional data analysis, Point method, 6. Clean water, 020801 environmental engineering, Current (stream), 13. Climate action, Data mining, Hydrology, computer, Change detection
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7Academic Journal
المؤلفون: Mohamed Ben Alaya, Ahmed Kebaier
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Key Words and Phrases. Central limit theorem, Multilevel Monte Carlo methods, Euler scheme, Asian options, finance
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.635.4960; http://hal-univ-paris8.archives-ouvertes.fr/docs/00/69/31/91/PDF/CLT_Multilevel.pdf
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8Academic Journal
المؤلفون: Mohamed Ben Alaya, Benjamin Jourdain
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Key Words and Phrases, nonlinear martingale problem, propagation of chaos, stochastic particle
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.411.394; http://cermics.enpc.fr/reports/CERMICS-2006/CERMICS-2006-314.pdf
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9
المؤلفون: Mohamed Ben Alaya, Ahmed Kebaier, Kaouther Hajji
المصدر: Stochastic Processes and their Applications. 126:1901-1931
مصطلحات موضوعية: Statistics and Probability, Mathematical optimization, Applied Mathematics, Monte Carlo method, Applied probability, 010103 numerical & computational mathematics, Stochastic approximation, 01 natural sciences, Esscher transform, 010104 statistics & probability, Modeling and Simulation, Romberg's method, Compound Poisson process, Applied mathematics, Variance reduction, 0101 mathematics, Importance sampling, Mathematics
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10
المؤلفون: Hamadi Ammar, Walid Ben Aribi, Mohamed Ben Alaya
المصدر: Journal of Computational and Applied Mathematics. 373:112462
مصطلحات موضوعية: Applied Mathematics, Tangent, 010103 numerical & computational mathematics, Function (mathematics), Expected value, Lipschitz continuity, 01 natural sciences, 010101 applied mathematics, Computational Mathematics, Probability distribution, Applied mathematics, Stochastic optimization, 0101 mathematics, Global optimization, Random variable, Mathematics
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11
المؤلفون: Gyula Pap, Mohamed Ben Alaya, Ahmed Kebaier, Matyas Barczy
المساهمون: Department of Applied Mathematics and Probability, University of Debrecen, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), Laboratoire Analyse, Géométrie et Applications (LAGA), Université Paris 8 Vincennes-Saint-Denis (UP8)-Centre National de la Recherche Scientifique (CNRS)-Institut Galilée-Université Paris 13 (UP13), Operations Research Department (Eötvös Lorand University), Eötvös Loránd University (ELTE)
المصدر: Statistics
Statistics, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2019, 53 (3), pp.533-568. ⟨10.1080/02331888.2019.1579216⟩مصطلحات موضوعية: Statistics and Probability, media_common.quotation_subject, 60H10, 91G70, 60F05, 62F12, Asymptotic distribution, Mathematics - Statistics Theory, Statistics Theory (math.ST), Type (model theory), 01 natural sciences, Lévy process, FOS: Economics and business, 010104 statistics & probability, symbols.namesake, Wiener process, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], 0502 economics and business, FOS: Mathematics, Applied mathematics, 0101 mathematics, Normality, 050205 econometrics, media_common, Mathematics, Statistical Finance (q-fin.ST), Probability (math.PR), 05 social sciences, Strong consistency, Quantitative Finance - Statistical Finance, 16. Peace & justice, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Cox–Ingersoll–Ross model, Jump, symbols, Statistics, Probability and Uncertainty, Mathematics - Probability
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12
المؤلفون: Ahmed Kebaier, Mohamed Ben Alaya
المساهمون: Laboratoire Analyse, Géométrie et Applications (LAGA), Université Paris 8 Vincennes-Saint-Denis (UP8)-Centre National de la Recherche Scientifique (CNRS)-Institut Galilée-Université Paris 13 (UP13), Mohamed Ben Alaya, Kebaier, Ahmed
المصدر: Stochastic Models. 28:609-634
مصطلحات موضوعية: Statistics and Probability, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Simulation efficiency : Exact methods, Mathematical optimization, Laplace transform, Maximum likelihood, Cox-Ingersoll-Ross processes, Limit theorems, Parameter inference, 01 natural sciences, 010104 statistics & probability, Square root, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Applied mathematics, Ergodic theory, 0101 mathematics, [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], Mathematics, [STAT.TH] Statistics [stat]/Statistics Theory [stat.TH], Estimation theory, Applied Mathematics, 010102 general mathematics, 44A10, 60F05, 62F12, 65C05, Estimator, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Heston model, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Nonergodic diffusion, Modeling and Simulation, Volatility (finance)
وصف الملف: application/pdf
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13
المؤلفون: Mohamed Ben Alaya, Matyas Barczy, Ahmed Kebaier, Gyula Pap
المساهمون: Department of Applied Mathematics and Probability, University of Debrecen, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), Laboratoire Analyse, Géométrie et Applications (LAGA), Université Paris 8 Vincennes-Saint-Denis (UP8)-Centre National de la Recherche Scientifique (CNRS)-Institut Galilée-Université Paris 13 (UP13), Operations Research Department (Eötvös Lorand University), Eötvös Loránd University (ELTE)
المصدر: Stochastic Processes and their Applications
Stochastic Processes and their Applications, Elsevier, 2018, 128 (4), pp.1135-1164. ⟨10.1016/j.spa.2017.07.004⟩مصطلحات موضوعية: Statistics and Probability, Subordinator, 60H10, 91G70, 60F05, 62F12, Asymptotic distribution, Mathematics - Statistics Theory, Statistics Theory (math.ST), 01 natural sciences, FOS: Economics and business, Normal distribution, 010104 statistics & probability, symbols.namesake, Wiener process, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], FOS: Mathematics, Applied mathematics, 0101 mathematics, Mathematics, Statistical Finance (q-fin.ST), Weak consistency, Applied Mathematics, 010102 general mathematics, Strong consistency, Quantitative Finance - Statistical Finance, Moment (mathematics), [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Cox–Ingersoll–Ross model, Modeling and Simulation, symbols
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14
المؤلفون: Mohamed Ben Alaya, Ahmed Kebaier
المصدر: Monte Carlo Methods and Applications. 20:181-194
مصطلحات موضوعية: Statistics and Probability, Mathematical optimization, Discretization, Applied Mathematics, Monte Carlo method, Stochastic game, Convergence (routing), Asian option, Limit (mathematics), Monte Carlo algorithm, Mathematics, Central limit theorem
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15
المؤلفون: Benjamin Jourdain, Mohamed Ben Alaya
المصدر: Journal of Applied Probability. 44:528-546
مصطلحات موضوعية: Statistics and Probability, Particle system, Lebesgue measure, Computer Science::Information Retrieval, General Mathematics, Weak solution, 010102 general mathematics, Mathematical analysis, Probabilistic logic, Empirical measure, 01 natural sciences, 010104 statistics & probability, Nonlinear system, Probability theory, 0101 mathematics, Statistics, Probability and Uncertainty, Martingale (probability theory), Mathematics
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16
المؤلفون: Kaouther Hajji, Mohamed Ben Alaya, Ahmed Kebaier
المساهمون: Kebaier, Ahmed, Laboratoire Analyse, Géométrie et Applications (LAGA), Université Paris 8 Vincennes-Saint-Denis (UP8)-Centre National de la Recherche Scientifique (CNRS)-Institut Galilée-Université Paris 13 (UP13)
المصدر: Bernoulli 21, no. 4 (2015), 1947-1983
مصطلحات موضوعية: Statistics and Probability, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Mathematical optimization, Robbins-Monro, variance reduction, Central limit theorem, Euler scheme, Monte Carlo method, Robbins–Monro, Stochastic algorithm, Heston model, 60F05, 62F12, 65C05, 60H35, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Statistical Romberg method, Convergence of random variables, Valuation of options, Romberg's method, Applied mathematics, Variance reduction, Importance sampling, Mathematics
وصف الملف: application/pdf
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17
المؤلفون: Camille Ternynck, Taha B. M. J. Ouarda, Sophie Dabo-Niang, Fateh Chebana, Mohamed Ben Alaya
المساهمون: MOdel for Data Analysis and Learning (MODAL), Laboratoire Paul Painlevé (LPP), Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Université de Lille, Sciences et Technologies-Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Evaluation des technologies de santé et des pratiques médicales - ULR 2694 (METRICS), Université de Lille-Centre Hospitalier Régional Universitaire [Lille] (CHRU Lille)-Université de Lille-Centre Hospitalier Régional Universitaire [Lille] (CHRU Lille)-École polytechnique universitaire de Lille (Polytech Lille), Lille économie management - UMR 9221 (LEM), Université d'Artois (UA)-Université catholique de Lille (UCL)-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Economie Quantitative, Intégration, Politiques Publiques et Econométrie (EQUIPPE), Université de Lille, Sciences et Technologies-Université de Lille, Sciences Humaines et Sociales-PRES Université Lille Nord de France-Université de Lille, Droit et Santé, Institut National de la Recherche Scientifique [Québec] (INRS), Laboratoire Paul Painlevé - UMR 8524 (LPP), Centre National de la Recherche Scientifique (CNRS)-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Université de Lille-Université de Lille, Sciences et Technologies-Inria Lille - Nord Europe, Université de Lille, Droit et Santé-PRES Université Lille Nord de France-Université de Lille, Sciences Humaines et Sociales-Université de Lille, Sciences et Technologies
المصدر: Journal of Hydrometeorology
Journal of Hydrometeorology, 2015, ⟨10.1175/JHM-D-14-0200.1⟩
Journal of Hydrometeorology, American Meteorological Society, 2015, ⟨10.1175/JHM-D-14-0200.1⟩مصطلحات موضوعية: Atmospheric Science, Series (mathematics), Flood myth, 0208 environmental biotechnology, Data classification, Functional data analysis, Hydrograph, 02 engineering and technology, computer.software_genre, 020801 environmental engineering, Hydraulic structure, 13. Climate action, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Streamflow, Environmental science, Classification methods, Data mining, computer
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18
المؤلفون: Gyula Pap, Ahmed Kebaier, Matyas Barczy, Mohamed Ben Alaya
المساهمون: Department of Applied Mathematics and Probability, University of Debrecen, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), Laboratoire Analyse, Géométrie et Applications (LAGA), Université Paris 8 Vincennes-Saint-Denis (UP8)-Centre National de la Recherche Scientifique (CNRS)-Institut Galilée-Université Paris 13 (UP13), Operations Research Department (Eötvös Lorand University), Eötvös Loránd University (ELTE), Ben Alaya, Mohamed
المصدر: Journal of Statistical Planning and Inference
Journal of Statistical Planning and Inference, Elsevier, 2019, 198, pp.139-164. ⟨10.1016/j.jspi.2018.02.002⟩مصطلحات موضوعية: Statistics and Probability, Measurable function, Asymptotic distribution, 60H10, 91G70, 60F05, 62F12, Mathematics - Statistics Theory, Statistics Theory (math.ST), 01 natural sciences, Lévy process, FOS: Economics and business, 010104 statistics & probability, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], 0502 economics and business, FOS: Mathematics, Applied mathematics, 0101 mathematics, 050205 econometrics, Mathematics, Weak consistency, Statistical Finance (q-fin.ST), [STAT.TH] Statistics [stat]/Statistics Theory [stat.TH], Applied Mathematics, 05 social sciences, Probability (math.PR), Strong consistency, Estimator, Quantitative Finance - Statistical Finance, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Heston model, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Statistics, Probability and Uncertainty, Jump process, Mathematics - Probability
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19
المؤلفون: Thierry Huillet, Mohamed Ben Alaya
المصدر: Stochastic Models. 20:493-512
مصطلحات موضوعية: Statistics and Probability, Applied Mathematics, Mathematical analysis, Statistical parameter, Convolution of probability distributions, Stability (probability), Probability theory, Heavy-tailed distribution, Modeling and Simulation, Functional equation, Applied mathematics, Inverse distribution, Mathematics, K-distribution
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20
المؤلفون: Mohamed Ben Alaya, Thierry Huillet
المصدر: Chaos, Solitons & Fractals. 14:725-744
مصطلحات موضوعية: Combinatorics, symbols.namesake, Class (set theory), Pure mathematics, General Mathematics, Applied Mathematics, symbols, General Physics and Astronomy, Markov process, Statistical and Nonlinear Physics, Focus (linguistics), Mathematics