Publications (21)
Optimal Berry-Esseen bounds on the Poisson space
Ehsan Azmoodeh, Giovanni Peccati
Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach
Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari
On the fractional Black-Scholes market with transaction costs
Ehsan Azmoodeh
Generalization of the Nualart-Peccati criterion
Ehsan Azmoodeh, Dominique Malicet, Guillaume Mijoule +1
A general approach to small deviation via concentration of measures
Ehsan Azmoodeh, Lauri Viitasaari
On a new Sheffer class of polynomials related to normal product distribution
Ehsan Azmoodeh, Dario Gasbarra
Almost sure limit theorems on Wiener chaos: the non-central case
Ehsan Azmoodeh, Ivan Nourdin
New moments criteria for convergence towards normal product/tetilla laws
Ehsan Azmoodeh, Dario Gasbarra
When does fractional Brownian motion not behave as a continuous function with bounded variation?
Ehsan Azmoodeh, Heikki Tikanmäki, Esko Valkeila
On the Rate of Convergence to a Gamma Distribution on Wiener Space
Ehsan Azmoodeh, Peter Eichelsbacher, Lukas Knichel
Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind
Ehsan Azmoodeh, Jose Igor Morlanes
Rate of convergence for discretization of integrals with respect to Fractional Brownian motion
Lauri Viitasaari, Ehsan Azmoodeh
Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari +1
Integration-by-Parts Characterizations of Gaussian Processes
Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor +1
Spectral characterization of the quadratic variation of mixed Brownian fractional Brownian motion
Ehsan Azmoodeh, Esko Valkeila
Optimal Gamma Approximation on Wiener Space
Ehsan Azmoodeh, Peter Eichelsbacher, Lukas Knichel
Fourth Moment Theorems for Markov Diffusion Generators
Ehsan Azmoodeh, Simon Campese, Guillaume Poly
Stein's method on the second Wiener chaos : 2-Wasserstein distance
Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly +1
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
Ehsan Azmoodeh, Lauri Viitasaari