The following pages link to Ehsan Azmoodeh (Q282490):
Displaying 27 items.
- Generalization of the Nualart-Peccati criterion (Q282494) (← links)
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- Necessary and sufficient conditions for Hölder continuity of Gaussian processes (Q467033) (← links)
- Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
- Stein characterizations for linear combinations of gamma random variables (Q783312) (← links)
- When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924) (← links)
- A bound on the Wasserstein-2 distance between linear combinations of independent random variables (Q2000150) (← links)
- Multi-dimensional normal approximation of heavy-tailed moving averages (Q2074993) (← links)
- On algebraic Stein operators for Gaussian polynomials (Q2108482) (← links)
- How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488) (← links)
- Optimal variance-Gamma approximation on the second Wiener chaos (Q2118418) (← links)
- Integration-by-parts characterizations of Gaussian processes (Q2228321) (← links)
- Malliavin-Stein method: a survey of some recent developments (Q2239800) (← links)
- Rate of convergence for discretization of integrals with respect to fractional Brownian motion (Q2346985) (← links)
- Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829) (← links)
- Fourth moment theorems for Markov diffusion generators (Q2452488) (← links)
- Almost sure limit theorems on Wiener chaos: the non-central case (Q2631803) (← links)
- Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach (Q2798587) (← links)
- The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds (Q2818771) (← links)
- On hedging European options in geometric fractional Brownian motion market model (Q3576391) (← links)
- Optimal Gamma Approximation on Wiener Space (Q5208903) (← links)
- On a new Sheffer class of polynomials related to normal product distribution (Q5230207) (← links)
- Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind (Q5263964) (← links)
- (Q5881786) (← links)
- On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands (Q6204803) (← links)
- On the fractional Black-Scholes market with transaction costs (Q6502732) (← links)
- Probabilistic Cauchy functional equations (Q6654855) (← links)
