M. E. Machkouri

发表

Stable limits for Markov chains via the Principle of Conditioning

M. E. Machkouri, A. Jakubowski, Dalibor Voln'y, 2018, Stochastic Processes and their Applications.

Exact convergence rates in the central limit theorem for a class of martingales

Mohamed El Machkouri, M. E. Machkouri, L. Ouchti, 2004, math/0403385.

Nonparametric Regression Estimation for Random Fields in a Fixed-Design

M. E. Machkouri, 2005, math/0502091.

Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes

M. E. Machkouri, Y. Ouknine, Khalifa Es-Sebaiy, 2015, 1507.00802.

Parameter estimation for the non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian process

M. E. Machkouri, Y. Ouknine, Khalifa Es-Sebaiy, 2015 .

Invariance principles for standard-normalized and self-normalized random elds

M. E. Machkouri, L. Ouchti, 2005, math/0502135.

ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES

M. E. Machkouri, D. Volný, 2004, math/0403008.

On a class of recursive estimators for spatially dependent observations

Mohamed El Machkouri, Lucas Reding, M. E. Machkouri, 2021, Electronic Journal of Statistics.

On the Nadaraya–Watson kernel regression estimator for irregularly spaced spatial data

M. E. Machkouri, L. Reding, X. Fan, 2020 .

Kahane–Khintchine inequalities and functional central limit theorem for stationary random fields

M. E. Machkouri, 2002 .

Orthomartingale-coboundary decomposition for stationary random fields

M. E. Machkouri, D. Giraudo, 2014, 1410.3062.

On local linear regression for strongly mixing random fields

Idir Ouassou, Mohamed El Machkouri, Khalifa Es-Sebaiy, 2017, J. Multivar. Anal..

A CRITERION OF WEAK MIXING PROPERTY

M. E. Machkouri, P. Liardet, J. Thouvenot, 2011 .

Kernel deconvolution estimation for random fields

Ahmed El Ghini, M. E. Machkouri, 2011, 1201.0470.