Khalifa Es-Sebaiy

514 total citations
32 papers, 177 citations indexed

About

Khalifa Es-Sebaiy is a scholar working on Finance, Statistics and Probability and Mathematical Physics. According to data from OpenAlex, Khalifa Es-Sebaiy has authored 32 papers receiving a total of 177 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 13 papers in Statistics and Probability and 10 papers in Mathematical Physics. Recurrent topics in Khalifa Es-Sebaiy's work include Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (17 papers) and Complex Systems and Time Series Analysis (10 papers). Khalifa Es-Sebaiy is often cited by papers focused on Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (17 papers) and Complex Systems and Time Series Analysis (10 papers). Khalifa Es-Sebaiy collaborates with scholars based in Morocco, France and Kuwait. Khalifa Es-Sebaiy's co-authors include Youssef Ouknine, Ciprian A. Tudor, Xavier Bardina, Lauri Viitasaari, Ivan Nourdin, Frédéri Viens and David Nualart and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Mathematical Analysis and Applications and Chaos Solitons & Fractals.

In The Last Decade

Khalifa Es-Sebaiy

27 papers receiving 167 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Khalifa Es-Sebaiy Morocco 8 157 74 48 26 17 32 177
Emmanuelle Clément France 7 295 1.9× 80 1.1× 54 1.1× 38 1.5× 46 2.7× 18 332
Tina Marquardt Germany 6 220 1.4× 88 1.2× 56 1.2× 29 1.1× 44 2.6× 9 258
José E. Figueroa‐López United States 12 275 1.8× 81 1.1× 33 0.7× 30 1.2× 70 4.1× 33 313
Vicky Fasen Germany 8 124 0.8× 36 0.5× 35 0.7× 28 1.1× 48 2.8× 31 164
Jeannette H. C. Woerner Germany 10 298 1.9× 106 1.4× 64 1.3× 62 2.4× 43 2.5× 23 326
Kęstutis Kubilius Lithuania 8 209 1.3× 78 1.1× 27 0.6× 57 2.2× 13 0.8× 36 239
Jacek Jakubowski Poland 9 148 0.9× 40 0.5× 18 0.4× 51 2.0× 14 0.8× 41 205
Eberhard Mayerhofer Ireland 9 229 1.5× 46 0.6× 53 1.1× 55 2.1× 25 1.5× 23 273
Antonis Papapantoleon Germany 7 246 1.6× 74 1.0× 22 0.5× 13 0.5× 42 2.5× 22 270
Valentine Genon-Catalot France 7 205 1.3× 44 0.6× 112 2.3× 35 1.3× 13 0.8× 7 252

Countries citing papers authored by Khalifa Es-Sebaiy

Since Specialization
Citations

This map shows the geographic impact of Khalifa Es-Sebaiy's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Khalifa Es-Sebaiy with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Khalifa Es-Sebaiy more than expected).

Fields of papers citing papers by Khalifa Es-Sebaiy

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Khalifa Es-Sebaiy. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Khalifa Es-Sebaiy. The network helps show where Khalifa Es-Sebaiy may publish in the future.

Co-authorship network of co-authors of Khalifa Es-Sebaiy

This figure shows the co-authorship network connecting the top 25 collaborators of Khalifa Es-Sebaiy. A scholar is included among the top collaborators of Khalifa Es-Sebaiy based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Khalifa Es-Sebaiy. Khalifa Es-Sebaiy is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Es-Sebaiy, Khalifa, et al.. (2025). Kolmogorov bounds for drift parameter estimation of continuously-observed SPDEs. Results in Applied Mathematics. 25. 100538–100538.
2.
Es-Sebaiy, Khalifa, et al.. (2024). New Kolmogorov bounds in the CLT for random ratios and applications. Chaos Solitons & Fractals. 181. 114686–114686. 1 indexed citations
3.
Es-Sebaiy, Khalifa, et al.. (2023). Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency. Journal of Inequalities and Applications. 2023(1). 1 indexed citations
4.
Es-Sebaiy, Khalifa, et al.. (2022). Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. Electronic Journal of Statistics. 16(1). 4 indexed citations
5.
Es-Sebaiy, Khalifa, et al.. (2021). Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation. Fractal and Fractional. 5(4). 187–187. 1 indexed citations
6.
Es-Sebaiy, Khalifa, et al.. (2020). Weyl Multifractional Ornstein-Uhlenbeck Processes Mixed with a Gamma Distribution. 1–26. 2 indexed citations
7.
Es-Sebaiy, Khalifa, et al.. (2020). Hermite Ornstein--Uhlenbeck processes mixed with a Gamma distribution. Publicationes Mathematicae Debrecen. 96(1-2). 23–44. 2 indexed citations
8.
Es-Sebaiy, Khalifa, et al.. (2019). Least Squares Type Estimation for Discretely Observed Non-Ergodic Gaussian Ornstein-Uhlenbeck Processes. Acta Mathematica Scientia. 39(4). 989–1002. 5 indexed citations
9.
Es-Sebaiy, Khalifa, et al.. (2018). Parameter estimation for discretely observed non-ergodic fractional Ornstein–Uhlenbeck processes of the second kind. Brazilian Journal of Probability and Statistics. 32(3). 6 indexed citations
10.
Es-Sebaiy, Khalifa, et al.. (2017). On local linear regression for strongly mixing random fields. Journal of Multivariate Analysis. 156. 103–115. 8 indexed citations
11.
Es-Sebaiy, Khalifa, et al.. (2016). Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes. HAL (Le Centre pour la Communication Scientifique Directe). 41 indexed citations
12.
Es-Sebaiy, Khalifa, et al.. (2016). Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. Random Operators and Stochastic Equations. 24(1). 1–13. 3 indexed citations
13.
Es-Sebaiy, Khalifa, et al.. (2014). On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations. 9(1). 615–625. 8 indexed citations
14.
Es-Sebaiy, Khalifa & Ciprian A. Tudor. (2011). Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes. Theory of Probability and Its Applications. 55(3). 411–431. 2 indexed citations
15.
Bardina, Xavier & Khalifa Es-Sebaiy. (2011). An extension of bifractional Brownian motion. Communications on Stochastic Analysis. 5(2). 13 indexed citations
16.
Es-Sebaiy, Khalifa & Youssef Ouknine. (2010). Mutual information for stochastic differential equations driven by fractional Brownian motion. Random Operators and Stochastic Equations. 18(1). 1–9.
17.
Es-Sebaiy, Khalifa, David Nualart, Youssef Ouknine, & Ciprian A. Tudor. (2010). Occupation densities for certain processes related to fractional Brownian motion. Stochastics. 82(2). 133–147.
18.
Es-Sebaiy, Khalifa, et al.. (2009). Estimation of the drift of fractional Brownian motion. Statistics & Probability Letters. 79(14). 1647–1653. 7 indexed citations
19.
Es-Sebaiy, Khalifa & Youssef Ouknine. (2007). How rich is the class of processes which are infinitely divisible with respect to time?. Statistics & Probability Letters. 78(5). 537–547. 7 indexed citations
20.
Es-Sebaiy, Khalifa & Ciprian A. Tudor. (2007). MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS. Stochastics and Dynamics. 7(3). 365–388. 23 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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