Ehsan Azmoodeh

Available identifiers

zbMath Open azmoodeh.ehsanMaRDI QIDQ282490

List of research outcomes

Publication	Date of Publication	Type
Probabilistic Cauchy functional equations	2024-12-20	Paper
On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands	2024-04-02	Paper
https://portal.mardi4nfdi.de/entity/Q5881786	2023-03-13	Paper
On algebraic Stein operators for Gaussian polynomials	2022-12-19	Paper
The class of polynomial Stein operators for the Gaussian distribution: a noncommutative algebra perspective	2022-12-14	Paper
Optimal variance-Gamma approximation on the second Wiener chaos	2022-03-22	Paper
How does tempering affect the local and global properties of fractional Brownian motion?	2022-03-17	Paper
Multi-dimensional normal approximation of heavy-tailed moving averages	2022-02-11	Paper
Malliavin-Stein method: a survey of some recent developments	2021-11-05	Paper
An asymptotic approach to proving sufficiency of Stein characterisations	2021-09-17	Paper
Integration-by-parts characterizations of Gaussian processes	2021-02-17	Paper
Stein characterizations for linear combinations of gamma random variables	2020-08-12	Paper
Optimal Gamma Approximation on Wiener Space	2020-01-22	Paper
On algebraic Stein operators for Gaussian polynomials	2019-12-10	Paper
On a new Sheffer class of polynomials related to normal product distribution	2019-08-21	Paper
A bound on the Wasserstein-2 distance between linear combinations of independent random variables	2019-06-28	Paper
Almost sure limit theorems on Wiener chaos: the non-central case	2019-05-16	Paper
On the Rate of Convergence to a Gamma Distribution on Wiener Space	2018-06-11	Paper
New moments criteria for convergence towards normal product/tetilla laws	2017-08-25	Paper
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model	2016-11-15	Paper
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds	2016-09-08	Paper
Generalization of the Nualart-Peccati criterion	2016-05-12	Paper
Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach	2016-04-13	Paper
Stein's method on the second Wiener chaos : 2-Wasserstein distance	2016-01-13	Paper
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind	2015-10-05	Paper
Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind	2015-07-20	Paper
Rate of convergence for discretization of integrals with respect to fractional Brownian motion	2015-05-26	Paper
Optimal Berry-Esseen bounds on the Poisson space	2015-05-11	Paper
Necessary and sufficient conditions for Hölder continuity of Gaussian processes	2014-11-03	Paper
A general approach to small deviation via concentration of measures	2014-07-14	Paper
Fourth moment theorems for Markov diffusion generators	2014-06-03	Paper
Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion	2013-08-02	Paper
When does fractional Brownian motion not behave as a continuous function with bounded variation?	2010-09-01	Paper
On hedging European options in geometric fractional Brownian motion market model	2010-07-30	Paper
On the fractional Black-Scholes market with transaction costs	N/A	Paper

Research outcomes over time

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