Fourth moment theorems for Markov diffusion generators E Azmoodeh, S Campese, G Poly Journal of Functional analysis 266 (4), 2341-2359, 2014 | 70 | 2014 |
Necessary and sufficient conditions for Hölder continuity of Gaussian processes E Azmoodeh, T Sottinen, L Viitasaari, A Yazigi Statistics & Probability Letters 94, 230-235, 2014 | 59 | 2014 |
Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind E Azmoodeh, L Viitasaari Statistical Inference for Stochastic Processes 18, 205-227, 2015 | 47 | 2015 |
Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind E Azmoodeh, JI Morlanes Statistics 49 (1), 1-18, 2015 | 43 | 2015 |
Generalization of the Nualart–Peccati criterion E Azmoodeh, D Malicet, G Mijoule, G Poly | 36 | 2016 |
A bound on the Wasserstein-2 distance between linear combinations of independent random variables B Arras, E Azmoodeh, G Poly, Y Swan Stochastic processes and their Applications 129 (7), 2341-2375, 2019 | 35 | 2019 |
Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach E Azmoodeh, G Peccati, G Poly In Memoriam Marc Yor-Séminaire de Probabilités XLVII, 339-367, 2015 | 34 | 2015 |
On hedging European options in geometric fractional Brownian motion market model E Azmoodeh, Y Mishura, E Valkeila Oldenbourg Wissenschaftsverlag GmbH 27 (02), 129-144, 2009 | 30 | 2009 |
Stein characterizations for linear combinations of gamma random variables B Arras, E Azmoodeh, G Poly, Y Swan | 22 | 2020 |
Malliavin–Stein method: a survey of some recent developments E Azmoodeh, G Peccati, X Yang Modern Stochastics: Theory and Applications 8 (2), 141-177, 2021 | 15 | 2021 |
Rate of convergence for discretization of integrals with respect to fractional Brownian motion E Azmoodeh, L Viitasaari Journal of Theoretical Probability 28, 396-422, 2015 | 12 | 2015 |
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds E Azmoodeh, G Peccati, G Poly arXiv preprint arXiv:1403.7003, 2014 | 12 | 2014 |
Optimal Variance–Gamma approximation on the second Wiener chaos E Azmoodeh, P Eichelsbacher, C Thäle Journal of Functional Analysis 282 (11), 109450, 2022 | 11 | 2022 |
How does tempering affect the local and global properties of fractional Brownian motion? E Azmoodeh, Y Mishura, F Sabzikar Journal of Theoretical Probability, 1-44, 2022 | 10 | 2022 |
Optimal gamma approximation on Wiener space E Azmoodeh, P Eichelsbacher, L Knichel arXiv preprint arXiv:1902.02658, 2019 | 9 | 2019 |
Stein's method on the second Wiener chaos: 2-Wasserstein distance B Arras, E Azmoodeh, G Poly, Y Swan arXiv preprint arXiv:1601.03301, 2016 | 9 | 2016 |
On the fractional Black-Scholes market with transaction costs E Azmoodeh arXiv preprint arXiv:1005.0211, 2010 | 8 | 2010 |
Almost sure limit theorems on Wiener chaos: the non-central case E Azmoodeh, I Nourdin | 7 | 2019 |
New moments criteria for convergence towards normal product/tetilla laws E Azmoodeh, D Gasbarra arXiv preprint arXiv:1708.07681, 2017 | 6 | 2017 |
On algebraic Stein operators for Gaussian polynomials E Azmoodeh, D Gasbarra, RE Gaunt Bernoulli 29 (1), 350-376, 2023 | 5 | 2023 |