Ehsan Azmoodeh

Available identifiers

zbMath Open azmoodeh.ehsanMaRDI QIDQ282490

List of research outcomes

Publication	Date of Publication	Type
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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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