Ehsan Azmoodeh

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Person:282490

Available identifiers

zbMath Open azmoodeh.ehsanMaRDI QIDQ282490

List of research outcomes





PublicationDate of PublicationType
Probabilistic Cauchy functional equations2024-12-20Paper
On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands2024-04-02Paper
https://portal.mardi4nfdi.de/entity/Q58817862023-03-13Paper
On algebraic Stein operators for Gaussian polynomials2022-12-19Paper
The class of polynomial Stein operators for the Gaussian distribution: a noncommutative algebra perspective2022-12-14Paper
Optimal variance-Gamma approximation on the second Wiener chaos2022-03-22Paper
How does tempering affect the local and global properties of fractional Brownian motion?2022-03-17Paper
Multi-dimensional normal approximation of heavy-tailed moving averages2022-02-11Paper
Malliavin-Stein method: a survey of some recent developments2021-11-05Paper
An asymptotic approach to proving sufficiency of Stein characterisations2021-09-17Paper
Integration-by-parts characterizations of Gaussian processes2021-02-17Paper
Stein characterizations for linear combinations of gamma random variables2020-08-12Paper
Optimal Gamma Approximation on Wiener Space2020-01-22Paper
On algebraic Stein operators for Gaussian polynomials2019-12-10Paper
On a new Sheffer class of polynomials related to normal product distribution2019-08-21Paper
A bound on the Wasserstein-2 distance between linear combinations of independent random variables2019-06-28Paper
Almost sure limit theorems on Wiener chaos: the non-central case2019-05-16Paper
On the Rate of Convergence to a Gamma Distribution on Wiener Space2018-06-11Paper
New moments criteria for convergence towards normal product/tetilla laws2017-08-25Paper
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model2016-11-15Paper
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds2016-09-08Paper
Generalization of the Nualart-Peccati criterion2016-05-12Paper
Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach2016-04-13Paper
Stein's method on the second Wiener chaos : 2-Wasserstein distance2016-01-13Paper
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind2015-10-05Paper
Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind2015-07-20Paper
Rate of convergence for discretization of integrals with respect to fractional Brownian motion2015-05-26Paper
Optimal Berry-Esseen bounds on the Poisson space2015-05-11Paper
Necessary and sufficient conditions for Hölder continuity of Gaussian processes2014-11-03Paper
A general approach to small deviation via concentration of measures2014-07-14Paper
Fourth moment theorems for Markov diffusion generators2014-06-03Paper
Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion2013-08-02Paper
When does fractional Brownian motion not behave as a continuous function with bounded variation?2010-09-01Paper
On hedging European options in geometric fractional Brownian motion market model2010-07-30Paper
On the fractional Black-Scholes market with transaction costsN/APaper

Research outcomes over time

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