Hamdi Fathallah

@uso.rnu.tn

Applied Mathematics Researcher: Probability and Statistics Specialist. Member of laboratory mathematical deterministic and random modeling Higher School of Sciences and Technology of H.Sousse
Sousse University

Hamdi Fathallah


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https://researchid.co/hamdi_fathallah

EDUCATION

Ph.D. of Probability and Statistics from Versailles University,

RESEARCH, TEACHING, or OTHER INTERESTS

Applied Mathematics, Statistics and Probability
30

Scholar Citations

4

Scholar h-index

RECENT SCHOLAR PUBLICATIONS

  • Kernel Density Methods for Locally Stationary Processes
    H Fathallah, S Hlaoua, Y Slaoui
    Journal of Statistical Theory and Practice 20 (1), 20 , 2026
    2026
  • On testing for weak change in the conditional mean of a class of nonlinear heteroscedastic models: F. Aouissaoui et al.
    F Aouissaoui, J Ngatchou-Wandji, H Fathallah
    TEST 35 (1), 232-283 , 2026
    2026
    Citations: 1
  • On Conditional least squares estimation for the model based on discrete-time observations
    MB Alaya, H Dahbi, H Fathallah
    Statistical Inference for Stochastic Processes 28 (3), 18 , 2025
    2025
  • Random effects estimation in a fractional diffusion model based on continuous observations: N. Chebli et al.
    N Chebli, H Fathallah, Y Slaoui
    Statistical Inference for Stochastic Processes 28 (3), 13 , 2025
    2025
    Citations: 1
  • Hybrid estimation for a mixed fractional Black-Scholes model with random effects from discrete time observations
    N Chebli, H Fathallah, Y Slaoui
    arXiv preprint arXiv:2508.07936 , 2025
    2025
  • Statistical inference of kernel density for local stationary process
    H Fathallah, S Hlaoua, Y Slaoui
    2025
  • Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations
    MB Alaya, H Dahbi, H Fathallah
    arXiv preprint arXiv:2501.17100 , 2025
    2025
  • On Conditional least squares estimation for the AD (1, n) model
    MB Alaya, H Dahbi, H Fathallah
    arXiv preprint arXiv:2406.07653 , 2024
    2024
  • On Conditional least squares estimation for the AD (1, n) model
    M Ben Alaya, H Dahbi, H Fathallah
    arXiv e-prints, arXiv: 2406.07653 , 2024
    2024
  • Asymptotic properties of AD (1, n) model and its maximum likelihood estimator
    MB Alaya, H Dahbi, H Fathallah
    arXiv preprint arXiv:2303.08467 , 2023
    2023
    Citations: 6
  • Asymptotic properties of AD (1, n) model and its maximum likelihood estimator
    M Ben Alaya, H Dahbi, H Fathallah
    arXiv e-prints, arXiv: 2303.08467 , 2023
    2023
    Citations: 2
  • The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation
    S Slama, Y Slaoui, H Fathallah
    Theory of Stochastic Processes 26 (1), 27-59 , 2022
    2022
    Citations: 1
  • Statistical inference for multivariate conditional cumulative distribution function estimation by stochastic approximation method
    S Slama, Y Slaoui, H Fathallah
    Statistics, Optimization & Information Computing 10 (3), 789-814 , 2022
    2022
  • Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method
    H Fathallah
    Communications in Statistics-Theory and Methods 42 (17), 3148-3173 , 2013
    2013
    Citations: 6
  • Weighted limit theorems for continuous-time vector martingales with explosive and mixed growth
    H Fathallah, A Kebaier
    Stochastic Analysis and Applications 30 (2), 238-257 , 2012
    2012
    Citations: 7
  • Théorèmes limites pour des martingales vectorielles en temps continu et applications statistiques.
    H Fathallah
    Université de Versailles-Saint Quentin en Yvelines; Faculté des Sciences de … , 2010
    2010
  • Propriétés asymptotiques de l'estimateur des moindres carrés d'un processus autorégressif gaussien par une méthode de moyennisation logarithmique
    H Fathallah
    2010
    Citations: 2
  • Limit theorems for continuous-time vector martingales and statistical applications.
    H Fathallah
    HAL 2010 , 2010
    2010
  • Théorèmes limites pour des martingales vectorielles à croissance explosive et mixte en temps continu et applications statistiques
    H Fathallah, A Kebaier
    2009
  • Identification of a stable Gaussian autoregressive process by an averaging method
    F Chaabane, H Fathallah
    J. Appl. Probab. Stat 2 (2), 211-226 , 2007
    2007
    Citations: 4

MOST CITED SCHOLAR PUBLICATIONS

  • Weighted limit theorems for continuous-time vector martingales with explosive and mixed growth
    H Fathallah, A Kebaier
    Stochastic Analysis and Applications 30 (2), 238-257 , 2012
    2012
    Citations: 7
  • Asymptotic properties of AD (1, n) model and its maximum likelihood estimator
    MB Alaya, H Dahbi, H Fathallah
    arXiv preprint arXiv:2303.08467 , 2023
    2023
    Citations: 6
  • Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method
    H Fathallah
    Communications in Statistics-Theory and Methods 42 (17), 3148-3173 , 2013
    2013
    Citations: 6
  • Identification of a stable Gaussian autoregressive process by an averaging method
    F Chaabane, H Fathallah
    J. Appl. Probab. Stat 2 (2), 211-226 , 2007
    2007
    Citations: 4
  • Asymptotic properties of AD (1, n) model and its maximum likelihood estimator
    M Ben Alaya, H Dahbi, H Fathallah
    arXiv e-prints, arXiv: 2303.08467 , 2023
    2023
    Citations: 2
  • Propriétés asymptotiques de l'estimateur des moindres carrés d'un processus autorégressif gaussien par une méthode de moyennisation logarithmique
    H Fathallah
    2010
    Citations: 2
  • On testing for weak change in the conditional mean of a class of nonlinear heteroscedastic models: F. Aouissaoui et al.
    F Aouissaoui, J Ngatchou-Wandji, H Fathallah
    TEST 35 (1), 232-283 , 2026
    2026
    Citations: 1
  • Random effects estimation in a fractional diffusion model based on continuous observations: N. Chebli et al.
    N Chebli, H Fathallah, Y Slaoui
    Statistical Inference for Stochastic Processes 28 (3), 13 , 2025
    2025
    Citations: 1
  • The stochastic approximation method for semi-recursive multivariate kernel-type regression estimation
    S Slama, Y Slaoui, H Fathallah
    Theory of Stochastic Processes 26 (1), 27-59 , 2022
    2022
    Citations: 1
  • Kernel Density Methods for Locally Stationary Processes
    H Fathallah, S Hlaoua, Y Slaoui
    Journal of Statistical Theory and Practice 20 (1), 20 , 2026
    2026
  • On Conditional least squares estimation for the model based on discrete-time observations
    MB Alaya, H Dahbi, H Fathallah
    Statistical Inference for Stochastic Processes 28 (3), 18 , 2025
    2025
  • Hybrid estimation for a mixed fractional Black-Scholes model with random effects from discrete time observations
    N Chebli, H Fathallah, Y Slaoui
    arXiv preprint arXiv:2508.07936 , 2025
    2025
  • Statistical inference of kernel density for local stationary process
    H Fathallah, S Hlaoua, Y Slaoui
    2025
  • Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations
    MB Alaya, H Dahbi, H Fathallah
    arXiv preprint arXiv:2501.17100 , 2025
    2025
  • On Conditional least squares estimation for the AD (1, n) model
    MB Alaya, H Dahbi, H Fathallah
    arXiv preprint arXiv:2406.07653 , 2024
    2024
  • On Conditional least squares estimation for the AD (1, n) model
    M Ben Alaya, H Dahbi, H Fathallah
    arXiv e-prints, arXiv: 2406.07653 , 2024
    2024
  • Statistical inference for multivariate conditional cumulative distribution function estimation by stochastic approximation method
    S Slama, Y Slaoui, H Fathallah
    Statistics, Optimization & Information Computing 10 (3), 789-814 , 2022
    2022
  • Théorèmes limites pour des martingales vectorielles en temps continu et applications statistiques.
    H Fathallah
    Université de Versailles-Saint Quentin en Yvelines; Faculté des Sciences de … , 2010
    2010
  • Limit theorems for continuous-time vector martingales and statistical applications.
    H Fathallah
    HAL 2010 , 2010
    2010
  • Théorèmes limites pour des martingales vectorielles à croissance explosive et mixte en temps continu et applications statistiques
    H Fathallah, A Kebaier
    2009